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