Bibliografia

Principal

• Financial Calculus : An Introduction to Derivative: M. Baxter and A. Rennie 1996 Cambridge University Press, Cambridge
• Options, Futures and Other Derivatives: J. Hull 2008 Prentice Hall, New York

Secundária

• Stochastic calculus for finance I.: S. Shreve 2004 I. Springer-Verlag, New York
• Stochastic calculus for finance. II.: S. Shreve 2004 Springer-Verlag, New York,