Semimartingales and stochastic calculus

Methods of mathematical finance

Non-Gaussian Merton-Black-Scholes theory

Continuous exponential martingales and BMO

Corporate finance : a practical approach

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

Stochastic finance : an introduction in discrete time

Lectures on the mathematics of finance

Stochastic differential equations : an introduction with applications

Stochastic differential equations and diffusion processes

Stochastic integration with jumps

Stochastic integration and differential equations

Levy processes in finance : pricing financial derivatives

Ascent of money

Schweser study notes.

Continuous martingales and Brownian motion

Controlled Markov processes and viscosity solutions

Introduction to stochastic calculus with applications

Arbitrage theory in continuous time

Real options : managerial flexibility and strategy in resource allocation