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