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Essentials of stochastic finance : facts, models, theory
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
Stochastic integration and differential equations
Levy processes in finance : pricing financial derivatives
Stochastic integration with jumps
Lectures on the mathematics of finance
Stochastic differential equations : an introduction with applications
Stochastic differential equations and diffusion processes
Schweser study notes.
Ascent of money
Financial modelling with jump processes
Financial modeling under non-gaussian distributions
Corporate finance workbook : a practical approach
Controlled Markov processes and viscosity solutions