Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
By Steven Shreve
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Stochastic Calculus for Finance II: Continuous-Time Models
Stochastic Calculus for Finance II: Continuous-Time Models
By Steven Shreve
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Mathematical Models of Financial Derivatives (2008)
Mathematical Models of Financial Derivatives (2008)
By Yue-Kuen Kwok
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Financial Modeling: A Backward Stochastic Differential Equations Perspective (2013)
Financial Modeling: A Backward Stochastic Differential Equations Perspective (2013)
By Stephane Crepey
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Term-Structure Models: A Graduate Course (2009)
Term-Structure Models: A Graduate Course (2009)
By Damir Filipovic
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A Course in Derivative Securities: Introduction to Theory and Computation
A Course in Derivative Securities: Introduction to Theory and Computation
By Kerry Back
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Risk and Asset Allocation (2005. Corr. 3rd Printing 2009)
Risk and Asset Allocation (2005. Corr. 3rd Printing 2009)
By Attilio Meucci
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Financial Markets in Continuous Time
Financial Markets in Continuous Time
By Rose-Anne Dana, Monique Jeanblanc
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Financial Markets in Continuous Time (2003)
Financial Markets in Continuous Time (2003)
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Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives
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A Course in Derivative Securities: Introduction to Theory and Computation (2005)
A Course in Derivative Securities: Introduction to Theory and Computation (2005)
By Kerry Back
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Risk and Asset Allocation (2005. Corr. 3rd Printing 2007)
Risk and Asset Allocation (2005. Corr. 3rd Printing 2007)
By Attilio Meucci
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