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

Job satisfaction : application, assessment, cause, and consequences

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

Competitive advantage : creating and sustaining superior performance

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

Mathematical finance--Bachelier Congress 2000 : selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000

Stochastic finance : an introduction in discrete time