Bibliografia

Principal

• Tools for Computational Finance: R. U. Seydel 2012 5th ed., Springer
• Financial Modelling: Theory, Implementation and Practice with Matlab: J. Kienitz, D. Wetterau 2012 Wiley
• The Mathematics of Financial Derivatives: A Student Introduction. : P. Wilmott, S. Howison, J. Dewynne 1995 Cambridge University Press

Secundária

• Numerical solutions of stochastic differential equations: P. Kloeden, E. Platen 1999 Springer
• Stochastic differential equations and applications: X. Mao 2011 Woodhead Publishing