Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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The Theory of Corporate Finance
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Continuous-Time Finance (Macroeconomics and Finance)
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Econometric Analysis (5th Edition)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
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Theory of Asset Pricing (The Addison-Wesley Series in Finance)
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Options, Futures, and Other Derivatives (5th Edition)
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Dynamic Asset Pricing Theory, Third Edition.
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Strategic Asset Allocation
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Principles of Financial Economics
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Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
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Foundations for Financial Economics
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