Statistical Analysis of Financial Data in S-Plus

Probabilistic Theory of Mean Field Games with Applications II

Probabilistic Theory of Mean Field Games with Applications I-II

Probabilistic Theory of Mean Field Games with Applications I

Statistical Analysis of Financial Data in R

Numerical Methods in Finance

Indifference Pricing

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective: An Infinite-dimensional Stochastic Analysis Perspective (Springer Finance)

Paris-Princeton Lectures on Mathematical Finance 2004 (Lecture Notes in Mathematics Book 1919)

Paris-Princeton Lectures on Mathematical Finance 2003

Practical Time-Frequency Analysis