Stochastic Calculus for Finance II : Continuous-Time Models
Steven Shreve
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Modelling, Pricing, and Hedging Counterparty Credit Exposure : A Technical Guide
Giovanni Cesari
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Financial Modeling Under Non-Gaussian Distributions
Eric Jondeau
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Financial Modeling : A Backward Stochastic Differential Equations Perspective
Stephane Crepey
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Mathematical Methods for Financial Markets
Monique Jeanblanc
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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach
Robert A. Jarrow
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective
Fred Espen Benth
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Nicholas H. Bingham
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Financial Modeling, Actuarial Valuation and Solvency in Insurance
Mario V. Wuthrich
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Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit
Damiano Brigo
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A Game Theory Analysis of Options : Corporate Finance and Financial Intermediation in Continuous Time
Alexandre C. Ziegler
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A Game Theory Analysis of Options : Corporate Finance and Financial Intermediation in Continuous Time
Alexandre C. Ziegler
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Weak Convergence of Financial Markets
Jean-Luc Prigent
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Semiparametric Modeling of Implied Volatility
Matthias R. Fengler
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Rene Carmona
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Rene Carmona
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Semiparametric Modeling of Implied Volatility
Matthias R. Fengler
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Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit
Damiano Brigo
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Mathematical Models of Financial Derivatives
Yue-Kuen Kwok
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