Métodos Numéricos em Finanças (2 º Sem 2020/2021)

MF (Mathematical Finance)

Bibliografia

Principal

• Duffy, D. J., Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach , Wiley, 2006

Secundária

• Achdou, Y., and Pironneau, O., Computational Methods for Option Pricing , SIAM, 2005.
• Sevcovic, D., Stehlikova, B., and Mikula, K., Analytical and Numerical Methods for Pricing Financial Derivatives , Nova Science, 2011