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Semimartingales and stochastic calculus
Methods of mathematical finance
Essentials of stochastic finance : facts, models, theory
Non-Gaussian Merton-Black-Scholes theory
Continuous exponential martingales and BMO
Corporate finance : a practical approach
Stochastic differential equations and diffusion processes
Schweser study notes.
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
Theoretical numerical analysis : a functional analysis framework
Stochastic integration with jumps
Levy processes in finance : pricing financial derivatives
Corporate finance workbook : a practical approach
An introduction to probability theory and its applications
Excursions of Markov processes
Information theory for continuous systems
Controlled Markov processes and viscosity solutions
Numerical methods for stochastic control problems in continuous time
Mathematical finance--Bachelier Congress 2000 : selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000