The advanced calcu ...
Advances in the th ...
Solitons and the i ...
Modern differentia ...
Advances in nonlin ...
An introduction to ...
Measure theory and ...
Sobolev spaces
An invitation to o ...
Problems in operat ...
Modern geometry : ...
Excursions of Mark ...
Markov processes a ...
Handbook of Browni ...
Markov chains : Gi ...
From Markov chains ...
Lectures from Mark ...
Green, brown, and ...
Green, Brown, and ...
Markov processes, ...
Finite state Marko ...
Semimartingales and stochastic calculus
Methods of mathematical finance
Essentials of stochastic finance : facts, models, theory
Non-Gaussian Merton-Black-Scholes theory
Continuous exponential martingales and BMO
Corporate finance : a practical approach
Schweser study notes.
Stochastic differential equations and diffusion processes
Lectures on the mathematics of finance
Financial mathematics : lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
Theoretical numerical analysis : a functional analysis framework
Stochastic integration with jumps
Corporate finance workbook : a practical approach
Levy processes in finance : pricing financial derivatives
Financial modeling under non-gaussian distributions
The essentials of risk management
Handbook of the economics of finance
Stochastic calculus for finance
Stochastic integration and differential equations
Stochastic finance : an introduction in discrete time