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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance)
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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My Life as a Quant: Reflections on Physics and Finance
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability)
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Modeling Derivatives in C++ (Wiley Finance)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
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Applied Stochastic Control of Jump Diffusions (Universitext)
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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
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Inside Volatility Arbitrage : The Secrets of Skewness
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Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
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Dynamic Term Structure Modeling: The Fixed Income Valuation Course & CD-ROM (Wiley Finance)
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Mathematical Techniques in Finance: Tools for Incomplete Markets
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Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext)
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Copula Methods in Finance (The Wiley Finance Series)
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Credit Risk Modeling: Theory and Applications (Princeton Series in Finance)
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Quantitative Finance and Risk Management: A Physicist's Approach
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Lévy Processes (Cambridge Tracts in Mathematics)
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Stochastic Calculus of Variations in Mathematical Finance
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Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics)
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Applied Stochastic Control of Jump Diffusions
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Levy Processes
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Non-Gaussian Merton-Black-Scholes Theory
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