Ascent of money

Continuous martingales and Brownian motion

Stochastic differential equations : an introduction with applications

Real options : managerial flexibility and strategy in resource allocation

Options markets

Continuous-time finance

Introduction to mathematical finance : discrete time models

Mathematics of derivative securities

Theory of financial risk : from data analysis to risk management

Generalized functions : theory and technique

Martingale methods in financial modelling

Essentials of stochastic finance : facts, models, theory

Mathematical models of financial derivatives

Options, futures, and other derivatives

Introduction to stochastic calculus with applications

Real options : managing strategic investment in an uncertain world

Dynamic asset pricing theory

Interest-rate option models : understanding, analysing and using models for exotic interest-rate options

An introduction to mathematical finance : options and other topics

Volatility and correlation in the pricing of equity, FX and interest-rate options