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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance)
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Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
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Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53)
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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Frequently Asked Questions in Quantitative Finance (Wiley Series in Financial Engineering)
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Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition)
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Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)
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Derivatives Models on Models
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A History of the Theory of Investments: My Annotated Bibliography (Wiley Finance)
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Inside Volatility Arbitrage : The Secrets of Skewness
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Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
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Exotic Option Pricing and Advanced Lévy Models (Wilmott Collection)
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