Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Bayesian Data Analysis, Second Edition (Texts in Statistical Science)
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Approximation Algorithms
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
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The LaTeX Companion (Tools and Techniques for Computer Typesetting)
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Stochastic Integration and Differential Equations
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
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Testing Statistical Hypotheses (Springer Texts in Statistics)
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Convex Optimization
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My Life as a Quant: Reflections on Physics and Finance
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics)
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An Introduction to Probability Theory and Its Applications, Volume 1
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability)
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Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach
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Convergence of Probability Measures (Wiley Series in Probability and Statistics)
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A Probability Path
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Finite Markov Chains and Algorithmic Applications
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Random Graph Dynamics (Cambridge Series in Statistical and Probabilistic Mathematics)
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Adventures in Stochastic Processes
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Theory of Markov Processes (Dover Books on Mathematics)
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The Malliavin Calculus (Dover Books on Mathematics)
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Queueing Systems. Volume 1: Theory
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Probability with Martingales (Cambridge mathematical textbooks)
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Probability and Computing: Randomized Algorithms and Probabilistic Analysis
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An Introduction to Probability Theory and Its Applications, Volume 2
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A Second Course in Stochastic Processes
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Non-negative Matrices and Markov Chains (Springer Series in Statistics)
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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)
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Linear and Nonlinear Programming, Second Edition
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Asymptotic Methods in Analysis
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Probability Theory, an Analytic View
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Inequalities (Cambridge Mathematical Library)
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Random Graphs
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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
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Supermodularity and Complementarity
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Convex Analysis (Princeton Landmarks in Mathematics and Physics)
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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
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An Introduction to Signal Detection and Estimation (Springer Texts in Electrical Engineering)
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Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext)
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A First Course in Stochastic Processes, Second Edition
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Foundations of Modern Probability
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An Introduction to Markov Processes (Graduate Texts in Mathematics)
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Large Deviations Techniques and Applications (Stochastic Modelling and Applied Probability)
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A First Course in Stochastic Models
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Extreme Value Theory: An Introduction (Springer Series in Operations Research)
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Stochastic-Process Limits
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Statistical Inference and Simulation for Spatial Point Processes (Monographs on Statistics and Applied Probability)
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Ruin Probability (Statistical Science and Applied Probability Series)
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Fundamentals of Queueing Networks
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Big Queues (Lecture Notes in Mathematics)
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Stochastic Networks and Queues (Stochastic Modelling and Applied Probability)
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