Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Author: Steven E. Shreve
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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Risk and Asset Allocation (Springer Finance)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
Author: Bernt Oksendal
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Author: Steven E. Shreve
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Stochastic Integration and Differential Equations
Author: Philip E. Protter
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The Malliavin Calculus (Dover Books on Mathematics)
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Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics)
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Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probability and Statistics)
Author: Wim Schoutens
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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
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Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series)
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Limit Theorems for Stochastic Processes
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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
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Applied Stochastic Control of Jump Diffusions
Author: Bernt Øksendal
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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)
Author: L. C. G. Rogers
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Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance (Stochastic Modeling)
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Lévy Processes (Cambridge Tracts in Mathematics)
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Applied Stochastic Control of Jump Diffusions (Universitext)
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Exotic Option Pricing and Advanced Lévy Models (Wilmott Collection)
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Stationary and Related Stochastic Processes: Sample Function Properties and Their Applications (Dover Books on Mathematics)
Author: Harald Cramer
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Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext)
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Functional Analysis for Probability and Stochastic Processes: An Introduction
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Levy Processes
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