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