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Mathematical Statistics & Probability

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Dynamic Optimization: Deterministic and Stochastic Models

By Karl Hinderer, Ulrich Rieder, Michael Stieglitz

Probability Theory: A Comprehensive Course

By Achim Klenke

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

By Arturo Kohatsu-Higa, Atsushi Takeuchi

Stochastic Differential Equations: An Introduction with Applications

By Bernt Oksendal (University of Oslo, Norway)

Applied Stochastic Control of Jump Diffusions

By Bernt Oksendal, Agnes Sulem

Stochastic Partial Differential Equations

By Sergey V. Lototsky, Boris L. Rozovsky

Numerical Probability: An Introduction with Applications to Finance

By Gilles Pages

Introduction to Stochastic Finance

By Jia-An Yan

Statistics of Financial Markets: An Introduction

By Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner

Linear Algebra and Linear Models

By Ravindra B. Bapat

Probability Models

By John Haigh

Understanding Markov Chains: Examples and Applications

By Nicolas Privault

Probability Models

By John Haigh

Fourier Analysis and Stochastic Processes

By Pierre Bremaud

Stochastic Calculus: An Introduction Through Theory and Exercises

By Paolo Baldi

Probability Theory: A Comprehensive Course

By Achim Klenke

Probability Theory

By Alexandr A. Borovkov

Convex and Stochastic Optimization

By J. Frederic Bonnans

Fundamentals and Advanced Techniques in Derivatives Hedging

By Bruno Bouchard, Jean-Francois Chassagneux

Markov Decision Processes with Applications to Finance

By Nicole Bauerle, Ulrich Rieder

Understanding Markov Chains: Examples and Applications

By Nicolas Privault

Approximation Methods in Probability Theory

By Vydas Cekanavicius

A Course in Credibility Theory and its Applications

By Hans Buhlmann, Alois Gisler

Potential Theory

By Lester L. Helms

Statistics of Financial Markets: An Introduction

By Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner

Discrete Stochastic Processes and Applications

By Jean-Francois Collet

Mathematical Analysis: A Straightforward Approach

By K. G. Binmore

Numerical Recipes in C: The Art of Scientific Computing

By William H. Press (Harvard University, Massachusetts), Brian P. Flannery (Cornell University, New York), Saul A. Teukolsky (Polaroid Corporation), William T. Vetterling (Exxon Research and Engineering Company)

Introduction to Mathematical Statistics and Its Applications: International Edition

By Richard J. Larsen, Morris L. Marx

A Modern Course in Statistical Physics

By Linda E. Reichl