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

Job satisfaction : application, assessment, cause, and consequences

Stochastic differential equations and diffusion processes

Schweser study notes.

Competitive advantage : creating and sustaining superior performance

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

Levy processes in finance : pricing financial derivatives

Corporate finance workbook : a practical approach

An introduction to probability theory and its applications

Excursions of Markov processes

Information theory for continuous systems

Controlled Markov processes and viscosity solutions