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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
Schweser study notes.
Stochastic differential equations and diffusion processes
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
The essentials of risk management
Financial modeling under non-gaussian distributions
Stochastic finance : an introduction in discrete time
Monte Carlo methods in financial engineering
Stochastic calculus for finance
Stochastic integration and differential equations