Methods of mathematical finance

Semimartingales and stochastic calculus

Non-Gaussian Merton-Black-Scholes theory

Corporate finance : a practical approach

Continuous exponential martingales and BMO

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

Stochastic differential equations : an introduction with applications

Stochastic integration with jumps

Stochastic integration and differential equations

Levy processes in finance : pricing financial derivatives

Schweser study notes.

Ascent of money

Lectures on the mathematics of finance

Stochastic differential equations and diffusion processes

Controlled Markov processes and viscosity solutions

Introduction to stochastic calculus with applications

Continuous martingales and Brownian motion

Arbitrage theory in continuous time

Real options : managerial flexibility and strategy in resource allocation