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Books on Stochastic Calculus

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1 Option Valuation under Stochastic Volatility by Alan L. Lewis Option Valuation under Stochastic Volatility
With Mathematica Code
by Alan L. Lewis
Publisher: Finance Press
Published: 2000
Edition: 1st
Format: Pb

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£60.00

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2 Interest Rate Models - Theory and Practice by Damiano Brigo,Fabio Mercurio Interest Rate Models - Theory and Practice
With Smile, Inflation and Credit
by Damiano Brigo and Fabio Mercurio
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published: 2006
Edition: 2nd Revised edition
Format: Hb

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£46.79
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3 Schaum's Outline of Calculus by Elliott Mendelson,Frank Ayres Schaum's Outline of Calculus
by Elliott Mendelson and Frank Ayres
Publisher: McGraw-Hill Professional
Published: 1999
Format: Pb

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£6.59
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4 Elementary Stochastic Calculus - with Finance in View by Thomas Mikosch Elementary Stochastic Calculus - with Finance in View
by Thomas Mikosch
Publisher: World Scientific Books
Published: 1998
Edition: 1st
Format: Hb

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£21.60
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5 A Course in Financial Calculus by Alison Etheridge A Course in Financial Calculus
by Alison Etheridge
Publisher: Cambridge University Press
Published: 2002
Edition: 1st
Format: Pb

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£24.69
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6 Stochastic Calculus for Finance: v. 2 by Steven E. Shreve Stochastic Calculus for Finance: v. 2
Continuous-time Models
by Steven E. Shreve
Publisher: Springer-Verlag New York Inc.
Published: 2004
Edition: 2004. Corr. 2nd
Format: Hb

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£41.79
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7 The Volatility Surface by Jim Gatheral,Nassim Nicholas Taleb (foreword by) The Volatility Surface
A Practitioner's Guide
by Jim Gatheral and Nassim Nicholas Taleb (foreword by)
Publisher: John Wiley & Sons
Published: 2006
Edition: 1st
Format: Hb

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£33.99
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8 Introduction to the Theory of Statistics 3/e by Alexander M. Mood,Franklin A. Graybill,Duane C. Boes Introduction to the Theory of Statistics 3/e
by Alexander M. Mood, Franklin A. Graybill and Duane C. Boes
Publisher: McGraw-Hill Higher Ed.
Published: 1974
Edition: 3rd
Format: Pb

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£37.99
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9 Stochastic Differential Equations by Bernt Oksendal Stochastic Differential Equations
An Introduction with Applications
by Bernt Oksendal
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published: 2003
Format: Pb

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£23.79
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10 Optimal Portfolios by Ralph Korn Optimal Portfolios
Stochastic Models for Optimal Investment and Risk Management
by Ralph Korn
Publisher: World Scientific Books
Published: 1997
Edition: 1st
Format: Hb

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£28.90
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11 Essentials of Stochastic Finance by A.N. Shiriaev Essentials of Stochastic Finance
Facts, Models, Theory
by A.N. Shiriaev
Publisher: World Scientific Publishing Co Pte Ltd
Published: 1999
Format: Hb

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£63.90
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12 Stochastic Calculus for Finance: Binomial Asset Pricing Model v. 1 by Steven E. Shreve Stochastic Calculus for Finance: Binomial Asset Pricing Model v. 1
The Binomial Asset Pricing Model
by Steven E. Shreve
Publisher: Springer-Verlag New York Inc.
Published: 2004
Edition: Seventh
Format: Hb

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£28.98
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13 Derivatives in Financial Markets with Stochastic Volatility by Jean-Pierre Fouque,George Papanicolaou,K.Ronnie Sircar Derivatives in Financial Markets with Stochastic Volatility
by Jean-Pierre Fouque, George Papanicolaou and K.Ronnie Sircar
Publisher: Cambridge University Press
Published: 2000
Edition: New title
Format: Hb

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£47.50
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14 Numerical Solution of Stochastic Differential Equations by Peter Kloeden,Eckhard Platen Numerical Solution of Stochastic Differential Equations
by Peter Kloeden and Eckhard Platen
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published: 1999
Edition: 3rd
Format: Hb

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£58.43
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15 Basic Stochastic Processes by Zdzislaw Brzezniak,Tomasz Zastawniak Basic Stochastic Processes
by Zdzislaw Brzezniak and Tomasz Zastawniak
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published: 1998
Format: Pb

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£18.95
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16 Quantitative Finance and Risk Management by Jan W. Dash Quantitative Finance and Risk Management
A Physicist's Approach
by Jan W. Dash
Publisher: World Scientific Publishing Co Pte Ltd
Published: 2004
Edition: 01/07/04
Format: Hb

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£73.00

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17 Investment Science by David G. Luenberger Investment Science
by David G. Luenberger
Publisher: Oxford University Press
Published: 1997
Format: Hb

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£34.19
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18 Brownian Motion and Stochastic Calculus by Ioannis Karatzas,Steven E. Shreve Brownian Motion and Stochastic Calculus
by Ioannis Karatzas and Steven E. Shreve
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published: 2000
Edition: 2nd
Format: Pb

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£39.90
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19 Stochastic Processes with Applications to Finance by M. Kijima Stochastic Processes with Applications to Finance
by M. Kijima
Publisher: CRC Press
Published: 2002

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£45.99

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20 Stochastic Calculus and Financial Applications by J.Michael Steele Stochastic Calculus and Financial Applications
by J.Michael Steele
Publisher: Springer-Verlag New York Inc.
Published: 2001
Edition: 2001. Corr. 3rd
Format: Hb

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£49.88
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21 Methods of Mathematical Finance by Ioannis Karatzas,Steven E. Shreve Methods of Mathematical Finance
Stochastic Modelling and Applied Probability
by Ioannis Karatzas and Steven E. Shreve
Publisher: Springer-Verlag New York Inc.
Published: 1998
Edition: 1998. Corr. 3rd
Format: Hb

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£49.99

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22 Interest Rate Models by Rene A. Carmona,Michael R. Tehranchi Interest Rate Models
An Infinite-dimensional Stochastic Analysis Perspective
by Rene A. Carmona and Michael R. Tehranchi
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published: 2006
Edition: 1st
Format: Hb

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£51.30
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23 Applied Stochastic Control of Jump Diffusions by Bernt Oksendal,Agnes Sulem Applied Stochastic Control of Jump Diffusions
by Bernt Oksendal and Agnes Sulem
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published: 2004
Format: Pb

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£28.98
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24 Security Markets by Darrell Duffie Security Markets
Stochastic Models
by Darrell Duffie
Publisher: Academic Press
Published: 1988
Format: Hb

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£59.99

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25 Introduction To Stochastic Calculus with Applications by Fima C. Klebaner Introduction To Stochastic Calculus with Applications
by Fima C. Klebaner
Publisher: Imperial College Press
Published: 2005
Edition: 2nd
Format: Pb

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£20.70
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26 Handbook of Mathematical Functions by Milton Abramowitz,Irene A. Stegun Handbook of Mathematical Functions
With Formulas, Graphs, and Mathematical Tables
by Milton Abramowitz and Irene A. Stegun
Publisher: Dover Publications
Published: 1974
Format: Pb

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£26.60
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27 Introduction to Stochastic Calculus for Finance by Dieter Sondermann Introduction to Stochastic Calculus for Finance
A New Didactic Approach (Lecture Notes in Economics & Mathematical Systems Series)
by Dieter Sondermann
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published: 2006
Format: Pb

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28 Diffusions, Markov Processes and Martingales by L.C.G. Rogers,David Williams Diffusions, Markov Processes and Martingales
Volume 2, Itô Calculus
by L.C.G. Rogers and David Williams
Publisher: Cambridge University Press
Published: 2000
Edition: 2nd
Format: Pb

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£26.59
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29 A First Course in Stochastic Models by Henk Tijms A First Course in Stochastic Models
by Henk Tijms
Publisher: John Wiley & Sons
Published: 2000
Edition: 2nd
Format: Hb

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£76.50
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30 Diffusions, Markov Processes, and Martingales: Volume 1 by L. C. G. Rogers,David Williams Diffusions, Markov Processes, and Martingales: Volume 1
Volume 1 Foundations
by L. C. G. Rogers and David Williams
Publisher: Cambridge University Press
Published: 2000
Edition: 2nd
Format: Pb

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£26.59
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