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Monte Carlo Methods in Financial Engineering

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Modelling Extremal Events : for Insurance and Finance

Martingale Methods in Financial Modelling

Discretization of Processes

Information-Spectrum Methods in Information Theory

A Probabilistic Theory of Pattern Recognition

Methods of Numerical Mathematics

Heavy Traffic Analysis of Controlled Queueing and Communication Networks

Optimization - Theory and Applications : Problems with Ordinary Differential Equations

Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

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