Bibliografia

Principal

• João Pires da Cruz (2019) Notas da Cadeira de Modelos Físicos Aplicados à Economia e Finanças

Secundária

• John C. Hull (1996) Options, Futures and Other Derivatives(9th edition)
• Paul Wilmott (2013) Paul Wilmott on Quantitative Finance(2nd Edition). Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return.
• N.G. VanKampen (1992) Stochastic Processes In Physics and Chemistry
• Hannes Risken (1996) The Fokker-Plank Equation. Methods of Solutions and Applications