Semimartingales and stochastic calculus

Methods of mathematical finance

Essentials of stochastic finance : facts, models, theory

小說中國

Non-Gaussian Merton-Black-Scholes theory

Corporate finance : a practical approach

Continuous exponential martingales and BMO

Stochastic differential equations and diffusion processes

Schweser study notes.

Corporate finance workbook : a practical approach

Levy processes in finance : pricing financial derivatives

Theoretical numerical analysis : a functional analysis framework

Stochastic integration with jumps

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

An introduction to probability theory and its applications

Controlled Markov processes and viscosity solutions

Numerical methods for stochastic control problems in continuous time

Information theory for continuous systems

Excursions of Markov processes