Pricipali:
Björk, T., Arbitrage Theory in Continuous Time, Oxford University Press 2004.
Dispense disponibili su http://finmod1.wordpress.com.
Altri:
Mazzoni, T., A first Course in Quantitative Finance, Cambridge University Press 2018.
Shreve, S.E., Stochastic calculus for finance I - the binomial asset pricing model, Springer 2004.
Shreve, S.E., Stochastic calculus for finance II - Continuous-time models, Springer 2004.