- Diffusions, Markov Processes, and Martingales: Volume 1, Foundations 27 copies
- Diffusions, Markov Processes, and Martingales: Volume 2, Itô Calculus 21 copies
- Optimal investment 3 copies
- Numerical Methods in Finance (Publications of the Newton Institute) 2 copies
- Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus… 1 copy
- Diffusions, Markov Processes, and Martingales: Volume 1, Foundations… 1 copy
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