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Arbitrage theory in continuous time
Björk, Tomas, (1998)
Issues in derivative instruments
Swan, Edward J., (1999)
Financial markets : stochastic analysis and the pricing of derivative securities
Mel¤nikov, Aleksandr V., (1999)
Frequently asked questions in quantitative finance : including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lost more
Wilmott, Paul, (2009)
Frequently asked questions in quantitative finance : including key models, important formulae, common contracts, a history of quantitative finance, sundry lists, brainteasers and more
Wilmott, Paul, (2007)
Paul Wilmott introduces quantitative finance
Wilmott, Paul, (2001)