Stochastic Calculus for Finance II : Continuous-Time Models
Steven Shreve
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Steven Shreve
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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach
Robert A. Jarrow
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Steven Shreve
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A Course in Derivative Securities : Introduction to Theory and Computation
Kerry Back
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Risk and Asset Allocation
Attilio Meucci
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Financial Markets Theory : Equilibrium, Efficiency and Information
Emilio Barucci
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Financial Modeling : A Backward Stochastic Differential Equations Perspective
Stephane Crepey
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