Stochastic Calculus for Finance II : Continuous-Time Models
Steven Shreve
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Financial Modeling : A Backward Stochastic Differential Equations Perspective
Stephane Crepey
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Mathematical Finance
Ernst Eberlein
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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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A Course in Derivative Securities : Introduction to Theory and Computation
Kerry Back
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The Mathematics of Arbitrage
Freddy Delbaen
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Steven Shreve
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Rene Carmona
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A Course in Derivative Securities : Introduction to Theory and Computation
Kerry Back
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Stochastic Calculus of Variations in Mathematical Finance
Paul Malliavin
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Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit
Damiano Brigo
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Implementing Models in Quantitative Finance: Methods and Cases
Gianluca Fusai
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