Financial Modeling, 3rd Edition
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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The Complete Guide to Option Pricing Formulas
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Asset Price Dynamics, Volatility, and Prediction
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Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)
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Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition)
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Derivatives Models on Models
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Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance)
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Mathematical Finance: Theory, Modeling, Implementation
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Quantitative Equity Portfolio Management (McGraw-Hill Library of Investment and Finance)
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Modeling Derivatives Applications in Matlab, C++, and Excel
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Optimization Methods in Finance (Mathematics, Finance and Risk)
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Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)
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A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)
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Exotic Options Trading (The Wiley Finance Series)
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Robust Libor Modelling and Pricing of Derivative Products (Chapman & Hall/CRC Financial Mathematics Series)
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Statistical Analysis of Financial Data in S-PLUS
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Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance)
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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures (Frank J. Fabozzi Series)
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The Malliavin Calculus (Dover Books on Mathematics)
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Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series)
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Pricing Derivative Securities
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Dynamic Term Structure Modeling: The Fixed Income Valuation Course & CD-ROM (Wiley Finance)
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The LIBOR Market Model in Practice (The Wiley Finance Series)
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Derivative Securities and Difference Methods (Springer Finance)
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A Benchmark Approach to Quantitative Finance (Springer Finance)
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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
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Applied Stochastic Control of Jump Diffusions
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The Mathematics of Arbitrage (Springer Finance)
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Stochastic Calculus of Variations in Mathematical Finance
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Computational Methods for Option Pricing (Frontiers in Applied Mathematics) (Frontiers in Applied Mathematics)
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Handbook of Brownian Motion - Facts and Formulae (Probability and its Applications)
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Derivatives in Financial Markets with Stochastic Volatility
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Exotic Option Pricing and Advanced Lévy Models (Wilmott Collection)
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Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Lecture Notes in Economics and Mathematical Systems)
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Binomial Models in Finance (Springer Finance)
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
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