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Related Material
Mathematical models of financial derivatives
Weak convergence of financial markets
Interest rate models : an infinite dimensional stochastic analysis perspective
A game theory analysis of options : corporate finance and financial intermediation in continuous time
Binomial models in finance
Financial markets theory : equilibrium, efficiency and information
Contract theory in continuous-time models
Markets with transaction costs : mathematical theory
The price of fixed income market volatility
Continuous-time models
Credit risk : modeling, valuation and hedging
Incomplete information and heterogeneous beliefs in continuous-time finance
Continuous-time asset pricing theory : a Martingale-based approach
A game theory analysis of options : corporate finance and financial intermediation in continuous time
Term-structure models : a graduate course
Continuous-time models
Irrational exuberance reconsidered : the cross section of stock returns
Discrete time series, processes, and applications in finance
Implementing models in quantitative finance : methods and cases
Risk-neutral valuation : pricing and hedging of financial derivatives
Uncertain volatility models : theory and application
The binomial asset pricing model
Risk and asset allocation
Mathematics of financial markets
Computational methods for quantitative finance : finite element methods for derivative pricing
Semiparametric modeling of implied volatility
Weak convergence of financial markets
Financial modeling, actuarial valuation and solvency in insurance
A benchmark approach to quantitative finance
Interest rate models : theory and practice : with smile, inflation and credit
A course in derivative securities : introduction to theory and computation
Credit risk valuation : methods, models, and applications
Financial markets in continuous time
Interest rate models : theory and practice : with smile, inflation and credit
Interest-rate management
Credit risk pricing models : theory and practice
Incomplete information and heterogeneous beliefs in continuous-time finance
The binomial asset pricing model
Mathematical models of financial derivatives
Visual explorations in finance with self-organizing maps
Credit risk : modeling, valuation and hedging
A course in derivative securities : introduction to theory and computation
Derivative securities and difference methods
Asset pricing : modeling and estimation
Efficient methods for valuing interest rate derivatives
CreditRisk[+] in the banking industry
Financial modeling : a backward stochastic differential equations perspective
Financial modeling under non-Gaussian distributions
Mathematics of financial markets
Asymptotic chaos expansions in finance : theory and practice
Interest rate models : an infinite dimensional stochastic analysis perspective
Mathematical finance : Bachelier Congress, 2000 : selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000
Credit risk valuation : methods, models, and applications
Derivative securities and difference methods
Mathematical methods for financial markets
Modelling, pricing, and hedging counterparty credit exposure : a technical guide
Financial markets theory : equilibrium, efficiency and information
A benchmark approach to quantitative finance
Exponential functionals of Brownian motion and related processes
The mathematics of arbitrage
Interest rate models : theory and practice
Financial markets in continuous time
Applications of Fourier transform to smile modeling : theory and implementation
Analytically tractable stochastic stock price models
Risk and asset allocation
Stochastic calculus of variations in mathematical finance
Empirical techniques in finance
Option prices as probabilities : a new look at generalized black-scholes formulae
Implementing models in quantitative finance : methods and cases
Asset pricing : modeling and estimation
Risk-neutral valuation : pricing and hedging of financial derivatives
Stochastic models for prices dynamics in energy and commodity markets : an infinite-dimensional perspective
Mathematical Finance
Continuous-time asset pricing theory : a Martingale-based approach
Continuous-time models
Time-inconsistent control theory with finance applications
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