Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
Author: Jim Gatheral
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Author: Steven E. Shreve
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Author: Paul Glasserman
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Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability)
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Methods of Mathematical Finance
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Lévy Processes (Cambridge Tracts in Mathematics)
Author: Jean Bertoin
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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
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An Introduction to Stochastic Integration (Probability and its Applications)
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Lévy Processes and Infinitely Divisible Distributions (Cambridge Studies in Advanced Mathematics)
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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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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)
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Applied Stochastic Control of Jump Diffusions
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Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics)
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Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probability and Statistics)
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Applied Stochastic Control of Jump Diffusions (Universitext)
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Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften)
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)
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Levy Processes
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