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Stochastic calculus for financeII,: Continuous-time models

Continuous-Time Asset Pricing Theory : A Martingale-Based Approach

A Course in Derivative Securities : Introduction to Theory and Computation

Risk and Asset Allocation

Mathematical methods for financial markets

Binomial models in finance

Financial Modeling : A Backward Stochastic Differential Equations Perspective

Mathematical Models of Financial Derivatives

A Course in Derivative Securities : Introduction to Theory and Computation

Mathematics of financial markets

Financial markets theory: equilibrium, efficiency and information

Financial Markets Theory : Equilibrium, Efficiency and Information

Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives

Financial Modeling : A Backward Stochastic Differential Equations Perspective

Financial Markets Theory : Equilibrium, Efficiency and Information

Continuous-Time Asset Pricing Theory : A Martingale-Based Approach

Mathematical models of financial derivatives

Financial markets in continuous time

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