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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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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The Malliavin Calculus (Dover Books on Mathematics)
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Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and its Applications)
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
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Introductory Lectures on Fluctuations of Lévy Processes with Applications (Universitext)
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Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability)
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Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series)
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Stochastic Integration and Differential Equations
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Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability)
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Stochastic Calculus of Variations in Mathematical Finance
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Statistics of Random Processes II
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)
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Limit Theorems for Stochastic Processes
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Stochastic Control in Insurance (Probability and its Applications)
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability)
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Exotic Option Pricing and Advanced Lévy Models (Wilmott Collection)
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Stochastic Control of Partially Observable Systems
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