Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Steven Shreve
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Stochastic Calculus for Finance II : Continuous-Time Models
Steven Shreve
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Mathematical Finance
Ernst Eberlein
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Steven Shreve
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Nicholas H. Bingham
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The Mathematics of Arbitrage
Freddy Delbaen
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Financial Markets Theory : Equilibrium, Efficiency and Information
Emilio Barucci
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Financial Modeling Under Non-Gaussian Distributions
Eric Jondeau
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Efficient Methods for Valuing Interest Rate Derivatives
Antoon Pelsser
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Efficient Methods for Valuing Interest Rate Derivatives
Antoon Pelsser
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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach
Robert A. Jarrow
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Mathematical Finance
Ernst Eberlein
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Time-Inconsistent Control Theory with Finance Applications
Tomas Bjork
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The Price of Fixed Income Market Volatility
Antonio Mele
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