Measure Theory for Quantitative Finance: Probability Spaces, Martingales, and Derivatives Pricing Models

Measure Theoretic Probability & Risk in Quant Finance: Expectations, Filtrations, Martingales, and...

Credit Derivatives Pricing Models: Model, and Implementation: Models, Implementation (Wiley Finance)

Quantitative Finance: An Introduction to Investments, Asset Pricing and Derivatives

Integral Equations in Quantitative Finance: Pricing Kernels, Green Functions, and Derivatives Modeling