Bibliografia

Principal

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

Secundária

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