Referências: |
Básica1. Keith Cuthbertson & Dirk Nitzsche, Quantitative Financial Economics (QFE), 2nd Ed., Chichester: Wiley, 2004.2. Keith Cuthbertson & Dirk Nitzsche, Investments: Spot and Derivatives Markets, 2nd Ed., Chichester: Wiley, 2001.Complementar3. Terry Watsham & Keith Parramore, Quantitative Methods in Finance, 1st Ed., Thomson, 1997.4. Bodie, Z. Kane, A Marcus, A.J. Investments, 8th ed. McGraw-Hill, 2009.5. R.E. Bailey, The Economics of Financial Markets, Cambridge, 2005.6. Yvan Lengwiler, Microfundations of Financial Economics, Princeton, 2004.7. Brooks, C. Introductory Econometric for Finance. Cambridge University Press, 2nd ed, 2008.8. Paul Wilmot, Paul Wilmot introduces quantitative finance, Wiley, 2001.9. Ales Cerny, Mathematical Techniques in Finance. Princeton, 2004.10. Thomas Ho & Sang Lee, The Oxford Guide to Financial Modeling. Oxford, 2004.11. Stephen F. LeRoy & Jan Werner, Principles of Financial Economics. Cambridge, 2008.12. Kian Lim, Financial Valuation and Econometrics. World Scientific, 2011.13. Cuthbertson, K., Nitzsche, D. and O'Sullivan, N. (2004) 'Mutual Fund Performance: Skill or Luck'. |