Springer Finance Series Derivative Securities and Difference Methods by Zhu, Y.-l., Wu, X., Chern, I.-L.

, Sun, Z.-z. 2013. Financial Modeling: A Backward Stochastic Differential Equations Perspective by Crpey, Stphane 2013 . Computational Methods for Quantitative Finance: Finite Element Methods for Deriv ative Pricing by Hilber, N., Reichmann, O., Schwab, C., Winter, C. 2013. Discrete Time Series, Processes, and Applications in Finance by Zumbach, Gilles 2013. Contract Theory in Continuous-Time Models by Cvitanic, Jak a, Zhang, Jianfeng 2013 . Analytically Tractable Stochastic Stock Price Models by Gulisashvili, Archil 201 2. Markets with Transaction Costs: Mathematical Theory by Kabanov, Yuri, Safarian, Mher 2010. Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide by Cesari, G., Aquilina, J., Charpillon, N., Filipovic, Z., Lee, G., Manda, I. 2 010. Applications of Fourier Transform to Smile Modeling: Theory and Implementation b y Zhu, Jianwei 2010. Mathematical Methods for Financial Markets by Jeanblanc, Monique, Yor, Marc, Che sney, Marc 2009. Term-Structure Models: A Graduate Course by Filipovic, Damir 2009. Mathematical Models of Financial Derivatives by Kwok, Yue-Kuen 2008. Implementing Models in Quantitative Finance: Methods and Cases by Fusai, Gianluc a, Roncoroni, Andrea 2008. Financial Modeling Under Non-Gaussian Distributions by Jondeau, Eric, Poon, SerHuang, Rockinger, Michael 2007. A Benchmark Approach to Quantitative Finance by Platen, Eckhard, Heath, David 20 06. Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit by Brigo, Damiano, Mercurio, Fabio 2006. Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective by Carmona, Ren, Tehranchi, M R 2006. The Mathematics of Arbitrage by Delbaen, Freddy, Schachermayer, Walter 2006. Stochastic Calculus of Variations in Mathematical Finance by Malliavin, Paul, Th almaier, Anton 2006. Semiparametric Modeling of Implied Volatility by Fengler, Matthias R. 2005. A Course in Derivative Securities: Introduction to Theory and Computation by Bac k, Kerry 2005. Risk and Asset Allocation by Meucci, Attilio 2005. Empirical Techniques in Finance by Bhar, Ramaprasad, Hamori, Shigeyuki 2005. Mathematics of Financial Markets by Elliott, Robert J, Kopp, P. Ekkehard 2005. Derivative Securities and Difference Methods by Zhu, You-lan, Wu, Xiaonan, Chern , I-Liang 2004. CreditRisk+ in the Banking Industry by Gundlach, Matthias; Lehrbass, Frank (Eds. ) 2004. Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives by Bingham, Nicholas H., Kiesel, Rdiger 2004. Asset Pricing: Modeling and Estimation by Kellerhals, B.Philipp 2004. A Game Theory Analysis of Options: Corporate Finance and Financial Intermediatio n in Continuous Time by Ziegler, Alexandre C. 2004. Credit Risk Pricing Models: Theory and Practice by Schmid, Bernd 2004. Irrational Exuberance Reconsidered: The Cross Section of Stock Returns by Klpmann , Mathias 2004. Weak Convergence of Financial Markets by Prigent, Jean-Luc 2003. Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance by Z iegler, Alexandre C. 2003. Financial Markets Theory: Equilibrium, Efficiency and Information by Barucci, Em

ilio 2003. Financial Markets in Continuous Time by Dana, Rose-Anne, Jeanblanc, Monique 2003 . Interest-Rate Management by Zagst, Rudi 2002. Uncertain Volatility Models: Theory and Application by Buff, Robert 2002. Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First W orld Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000 by G eman, H.; Madan, D.; Pliska, S.R.; Vorst, T. (Eds.) 2002. Credit Risk: Modeling, Valuation and Hedging by Bielecki, Tomasz R., Rutkowski, Marek 2004. Exponential Functionals of Brownian Motion and Related Processes by Yor, Marc 20 01. Credit Risk Valuation: Methods, Models, and Applications by Ammann, Manuel 2001. Interest Rate Models Theory and Practice by Brigo, Damiano, Mercurio, Fabio 2001 . Efficient Methods for Valuing Interest Rate Derivatives by Pelsser, Antoon 2000. Mathematics of Financial Markets by Elliott, Robert J, Kopp, P. Ekkehard 1999. Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives by Bingham, Nicholas H., Kiesel, Rudiger 1998.