books by subject
Mathematical Probability & Statistics

Jump SDEs and the Study of Their Densities: A Self-Study Book

Partial Differential Equations: v. 1: Foundations and Integral Representations

Stochastic Differential Equations: An Introduction with Applications

Applied Stochastic Control of Jump Diffusions

Stochastic Partial Differential Equations

Numerical Probability: An Introduction with Applications to Finance

Introduction to Stochastic Finance

Statistics of Financial Markets: An Introduction

Linear Algebra and Linear Models

Elements of Abstract Analysis

Probability Models

Information and Coding Theory

Mathematica: A Problem-centered Approach

Understanding Markov Chains: Examples and Applications

Probability Models

Real Analysis

Fourier Analysis and Stochastic Processes

Stochastic Calculus: An Introduction Through Theory and Exercises

Probability Theory: A Comprehensive Course

Probability Theory

Convex and Stochastic Optimization

Fundamentals and Advanced Techniques in Derivatives Hedging

Mathematical Foundations of Game Theory

Markov Decision Processes with Applications to Finance

Understanding Markov Chains: Examples and Applications

Approximation Methods in Probability Theory

A Course in Credibility Theory and its Applications

Potential Theory

Statistics of Financial Markets: An Introduction
