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Theory of Games and Economic Behavior
 by John Von Neumann, Oscar Morgenstern



Continuous-Time Finance
by Robert C. Merton



Modeling Financial Derivatives With Mathematica (Includes CD-ROM)
by William T. Shaw / Published February 1999 (Contents)
Mathematica in Education and Research



Complex Mathematica
by William T. Shaw / Published 1999 Mathematica in Education and Research


Computational Economics and Finance : Modeling and Analysis With Mathematica
by Hal R. Varian (Editor) / Published 1996 Mathematica in Education and Research



Computational Finance (Proceedings of the Sixth International Conference on Computational Finance, New York, January 6-8, 1999)
by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, A. S. Weigend (Editors) / Published by MIT Press September 1999 (Contents)



Mathematical Models of Financial Derivatives
by Yue-Kuen Kwok / Published December 1998



Pricing Derivative Securities, An Interactive Dynamic Environment with Maple V and Matlab
by Eli Prisman / Published April 2000



Mathematics of Financial Markets
by P. Ekkehard Kopp, Robert James Elliott / Published 1999



Mathematics of Derivative Securities (Publications of the Newton Institute)
by M. A. H. Dempster (Editor), S. R. Pliska (Editor) / Published October 1997



Arbitrage Theory in Continuous Time
by Tomas Bjork / Published 1999



Worldwide Asset and Liability Modeling (Publications of the Newton Institute)
by W. T. Ziemba (Editor), John M. Mulvey (Editor) / Published December 1998




Essentials of Stochastic Finance : Facts, Models, Theories (Advanced Theories of Science & Applied Probability)
by  A. N. Shiryaev / Published February 1999 (Contents) and Published 1998 by TVP



A Philosophical Essay on Probabilities
by Pierre Simon Laplace / Published 1996



Selected Works of A.N. Kolmogorov (Probability Theory and Mathematical Statistics) Vol 2
by A.N. Kolmogorov, A.N. Shiryaev (Editor)


Selected Works of A.N. Kolmogorov : Information Theory and the Theory of Algorithms (Mathematics and Its Applications) Vol 3
by A.N. Kolmogorov, A.N. Shiryaev (Editor)

Elements of the Theory of Functions and Functional Analysis, Vol 1
by A .N. Kolmogorov, S. V. Fomin / Published March 1999



Introductory Real Analysis
by Andrei N. Kolmogorov, S. V. Fomin  / Published 1975



Foundations of the Theory of Probability
by A.N. Kolmogorov / 2nd Edition Published December 1997 and 3rd Edition Published 1998 (in Russian) by TVP



Mathematics: Its Content, Methods and Meaning
by A. D. Aleksandrov, A. N. Kolmogorov , M.A. Lavrent'ev / Published 1990 and 1999



Probability (Graduate Texts in Mathematics, No 95)
by A. N. Shiryaev / 2nd Edition published 1996



Limit Theorems for Stochastic Processes
by Jean Jacod, Albert N. Shiryaev

Theory of Martingales (Mathematics and Its Applications : Soviet Series, No 49)
by R. Sh. Liptser, A.N. Shiryayev


Statistics and Control of Stochastic Processes : The Liptser Festschrift
by Yu M. Kabanov (Editor), B.L. Rozovski (Editor), A.N. Shiryaev (Editor) / Published 1997


Mathematical Theory of Optimal Processes (L.S.Pontryagin Selected Works, Vol 4)
by L.S Pontryagin



Statistics of Random Processes I : General Theory
by R. S. Liptser, A. N. Shiryaev


Optimal Stopping Rules (Applications of Mathematics, Vol 8)
by A.N. Shiryaev


Generalised Optimal Stopping Problems and Financial Markets (Pitman Research Notes in Mathematics Series, Vol 358)
by Dennis Wong / Published 1997



Financial Markets : Stochastic Analysis and the Pricing of Derivative Securities (Translations of Mathematical Monographs, V. 184)
by A. V. Melnikov / Published April 1999 by AMS and Published 1997 (in Russian) by TVP


Introduction to the Theory of Random Processes (Dover Books on Mathematics)
by I. I. Gikhman, A.V. Skorokhod / Published 1997



Lectures on the Theory of Stochastic Processes
by A.V. Skorokhod / Published 1996



Stochastic Differential Equations : Theory and Applications
by Ludwig Arnold


Stochastic Differential Equations
by I. I. Gihman, A. V. Skorohod


Theory of Stochastic Processes Vol 1
by I.I. Gihman



Theory of Stochastic Processes Vol 2
by I.I. Gihman, A.V. Skorohod

Stochastic Analysis (Grundlehren Der Mathematischen Wissenschaften , Vol 313)
by P. Malliavin / Published 1997


Integration and Probability (Graduate Texts in Mathematics, Vol 157)
by Paul Malliavin, Gerard Letac / Published 1995



Lectures on Stochastic Differential Equations and Malliavin Calculus (Tata Institute of Fundamental Research Lectures on Mathematics and Physics)
by S. Watanabe


Stable Non-Gaussian Random Processes : Stochastic Models With Infinite Variance (Stochastic Modeling)
by Gennady Samorodnitsky, Murad S. Taqqu



A Practical Guide to Heavy Tails : Statistical Techniques and Applications
by Robert J. Adler (Editor), Raisa E. Feldman (Editor), Murad S. Taqqu (Editor) / Published December 1998


Predictability of Complex Dynamical Systems (Springer Series in Synergetics, Vol 69)
by Yurii A. Kravtsov (Editor), et al / Published 1997


Limits of Predictability (Springer Series in Synergetics, Vol 60)
by Yurii A. Kravtsov (Editor)


Noise-Induced Transitions : Theory and Applications in Physics, Chemistry and Biology (Springer Series in Synergetics, Vol 15)
by W. and Lefever, R. Horsthemke


Weak Chaos and Quasi-Regular Patterns (Cambridge Nonlinear Science Series, Vol 1)
by R.Z. Sagdeev, G. M. Zaslavsky, D. A. Usikov, A. A. Chernikov / Published 1991



Levy Flights and Related Topics in Physics (Springer Lecture Notes in Physics)
by Michael F. Shlesinger (Editor), George M. Zaslavskii, Uriel Frisch / Published 1996

Chaos, Kinetics and Nonlinear Dynamics in Fluids and Plasmas
by S. Benkadda (Editor), G. M. Zaslavskii (Editor) /  Published 1998

Physics of Chaos in Hamiltonian Systems
by G. M. Zaslavskii / Published 1998


Nonlinear Physics : From the Pendulum to Turbulence and Chaos (Contemporary Concepts in Physics, Vol 4)
by R.Z. Sagdeev, D. A. Usikov, G. M. Zaslavsky / Published 1988

Weak Chaos and Structures
by G.M. Zaslavskii /  Published 1988

Correlation Theory of Stationary and Related Random Functions 1
by A. M. Yaglom


Correlation Theory of Stationary and Related Random Functions 2
by A. M. Yaglom


An Introduction to the Theory of Stationary Random Functions
by A. M. Yaglom


Principles of Statistical Radiophysics : Elements of Random Process Theory Vol 1
by S.M. Rytov, Yu.A. Kravtsov, V.I. Tatarskii 
Principles of Statistical Radiophysics : Correlation Theory of Random Processes Vol 2
by S.M. Rytov, Yu.A. Kravtsov, V.I. Tatarskii 
Principles of Statistical Radiophysics Vol 3
by S.M. Rytov, Yu.A. Kravtsov, V.I. Tatarskii 
Principles of Statistical Radiophysics : Wave Propagation Through Random Media Vol 4
by S.M. Rytov, Yu.A. Kravtsov, V.I. Tatarskii

Wave Propagation in Complex Media (Ima Volumes in Mathematics and Its Applications, Vol 96)
by George Papanicolaou (Editor) / Published 1998



Inverse Problems in Wave Propagation (Ima Volumes in Mathematics and Its Applications, Vol 90)
by Guy Chavent (Editor), Paul Sacks (Editor), George Papanicolaou (Editor) / Published 1997



Homogenization (Series on Advances in Mathematics for Applied Sciences)
by V. Berdichevsky (Editor), V. Jikov (Editor), G. Papanicolaou (Editor) / Published May 1999


Random Fields and Stochastic Partial Differential Equations
by Iu. A. Rozanov / Published 1998



Probability Theory : A Concise Course
by Yu. A. Rozanov / Published 1977


Probability Theory, Random Processes, and Mathematical Statistics (Mathematics and Its Applications, Vol 344)
by Yu. A. Rozanov / Published 1995



Gaussian Random Processes (Applications of Mathematics, Vol 9)
by I. A. Ibragimov, Yu. A. Rozanov / Published 1978



Introduction to Random Processes (Springer Series in Soviet Mathematics)
by Iu. A. Rozanov / Published 1987



Markov Random Fields
by Iu. A. Rozanov / Published 1983



Turbulence : The Legacy of A.N. Kolmogorov
by Uriel Frisch



Turbulent Motion and the Structure of Chaos : A New Approach to the Statistical Theory of Open Systems (Fundamental Theories of Physics, Vol 42)
by Yu. L. Klimontovich / Published 1991



The USSR Olympiad Problem Book : Selected Problems and Theorems of Elementary Mathematics
by N.D. Chentzov, I.M. Yaglom, Irving Sussman (Editor), D. O. Shklarsky


Challenging Mathematical Problems With Elementary Solutions Vol 1
by A. M. Yaglom, I.M. Yaglom



Challenging Mathematical Problems With Elementary Solutions Vol 2
 by A. M. Yaglom, I.M. Yaglom


Mathematical Aspects of Classical & Celestial Mechanics
by V. I. Arnold, A. I. Neishtadt / Published 1997



Mathematical Methods of Classical Mechanics (Graduate Texts in Mathematics, No 60)
by V. I. Arnold / 2nd Edition Published 1989



Ordinary Differential Equations
by V. I. Arnold  / Published 1978 and 1992



Ordinary Differential Equations and Smooth Dynamical Systems
D. V. Anosov (Editor), S. Kh. Aranson, V. I. Arnold, I. U. Bronshtein  / 3rd Edition Published 1997



Huygens and Barrow, Newton and Hooke : Pioneers in Mathematical Analysis and Catastrophe Theory from Evolvements to Quasicrystals
by Vladimir I. Arnold



Theory of Singularities and Its Applications (Advances in Soviet Mathematics, Vol 1)
by Vladimir I. Arnol'd / Paperback / Published 1991



The Arnold-Gelfand Mathematical Seminars: Geometry and Singularity Theory
by V. I. Arnold (Editor) / Published 1997


Catastrophe Theory
by Vladimir I. Arnold / 3rd Edition Published 1992


Dynamical Systems I (Encyclopedia of Mathematical Sciences, Vol 1)
by D. V. Anosov, V.I. Arnold  / Published 1987



Dynamical Systems II : Ergodic Theory With Applications to Dynamical Systems and Statistical Mechanics
by Ya. G. Sinai (Editor)


Dynamical Systems III (Encyclopedia of Mathematical Sciences, Vol 3)
by V.I. Arnold, / Published 1987


Dynamical Systems III : Mathematical Aspects of Classical and Celestial Mechanics (Encyclopaedia of Mathematical Sciences, Vol 3)
by V.I. Arnold (Editor) / Published 1994


Dynamical Systems IV : Symplectic Geometry and Its Applications(Encyclopedia of Mathematical Sciences, Vol 4)
by V.I. Arnolld (Editor), S.P. Novikov (Editor) / Published 1998


Dynamical Systems V : Bifurcation Theory and Catastrophe Theory (Encyclopedia of Mathematical Sciences, Vol 5)
by V.I. Arnolld (Editor) / Published 1994

Dynamical Systems VI : Singularity Theory I (Encyclopaedia of Mathematical Sciences, Vol 6)
by V.I. Arnold (Editor), V. V. Goryunov, O. V. Lyashko,V. A. Vasil'ev /  Published 1993 and 1999


Dynamical Systems VII : Integrable Systems Nonholonomic Dynamical Systems (Encyclopaedia of Mathematical Sciences, Vol 16)
by V.I. Arnolld, S.P. Novikov (Editor) / Published 1994


Geometrical Methods in the Theory of Ordinary Differential Equations (Grundlehren Der Mathematischen Wissenshafter, No 250)
by V. I. Arnold / Published 1996



Singularities and Bifurcations (Advances in Soviet Mathematics, Vol 21)
by V.I. Arnold (Editor) / Published 1995



Singularities of Caustics and Wave Fronts (Mathematics and Its Applications)
by V.I. Arnold / Published 1991



Singularities of Differentiable Maps, Vol I : The Classification of Critical Points, Caustics, and Wave Fronts (Monographs in Mathematics, Vol 82)
by V.I. Arnold / Published 1985



Singularities of Differentiable Maps, Vol II : Monodromy and Asymptotic Integrals (Monographs in Mathematics Vol 83)
by V.I. Arnold, S.M. Gusein-Zade, A.N. Varchenko  / Published 1988



Topological Methods in Hydrodynamics (Applied Mathematical Sciences, Vol 125)
by V. I. Arnold, Boris A. Khesin / Published 1998



Course of Theoretical Physics : Mechanics
by L. D. Landau, E. M. Lifshitz / Published 1976


The Classical Theory of Fields
by L. D. Landau, E. M. Lifshitz, L.P. Pitaevskii / 4th Edition Published 1997



Quantum Mechanics
by L. D. Landau, E. M. Lifshitz / Published 1997


Quantum Mechanics-Nonrelativistic Theory (Course on Theoretical Physics, Vol 3)
by L.D. Landau, E.M. Lifshitz


Relativistic Quantum Theory
by L.D. Landau, E.M. Lifshitz, L.P. Pitaevskii



Electrodynamics of Continuous Media
by L.D. Landau, E. M. Lifshitz, L.P. Pitaevskii / 2nd Edition Published 1985


Course of Theoretical Physics : Physical Kinetics
by Lev Davidovich Landau, E. M. Lifshitz / Published 1981



Statistical Physics
by Lev Davidovich Landau, E. M. Lifshitz / Published 1969



Statistical Physics
by Lev Davidovich Landau, E. M. Lifshitz / Published 1979



Statistical Physics (Pt 2)
by L. D. Landau, E. M. Lifshitz / Published 1995



Statistical Physics; Part 1
by L. D. Landau, E.M. Lifshitz / Published 1980



Quantum Electrodynamics
by L.D. Landau, E.M. Lifshitz



Quantum Electrodynamics (Course of Theoretical Physics)
by Lev Davidovich Landau, E.M. Lifshitz


Theory of Elasticity (Theoretical Physics, Vol 7)
by E.M. Lifshitz, L. D. Landau /  Published 1995


Fluid Mechanics (Hydrodynamics)
by L. D. Landau, E. M. Lifshitz /  Published 1995



Statistical Fluid Mechanics : Mechanics of Turbulence Vol 1
by Andrei S. Monin, A. M. Yaglom 

Statistical Fluid Mechanics : Mechanics of Turbulence Vol 2
by Andrei S. Monin, A. M. Yaglom 
Methods of Theoretical Physics : Part 1
by Philip Morse, Herman Feshback


Methods of Theoretical Physics : Part 2
by Philip M. Morse, Herman Feshback / Republished January 1999


Methods of Mathematical Physics (Wiley Classics Library) Vol 1
by Richard Courant, D. Hilbert


Methods of Mathematical Physics (Wiley Classics Library) Vol 2
by Richard Courant, D. Hilbert



What Is Mathematics? : An Elementary Approach to Ideas and Methods
by Richard Courant, et al


Newton's Principia for the Common Reader
by S. Chandrasekhar / Published 1995


Partial Differential Equations V : Asymptotic Methods for Partial Differential Equations (Encyclopaedia of Mathematical Sciences, Vol 34)
by  M. V. Fedoryuk (Editor) / Published 1999


Elementary Lie Group Analysis and Ordinary Differential Equations (Mathematical Methods in Practice, V. 4)
by Nail H. Ibragimov / Published March 1999


CRC Handbook of Lie Group Analysis of Differential Equations : Symmetries Exact Solutions and Conservation Laws Vol 1
by N.H. Ibragimov (Editor) / Published 1994


CRC Handbook of Lie Group Analysis of Differential Equations : Applications in Engineering and Physical Sciences Vol 2
by Nail H. Ibragimov (Editor) / Published 1995



CRC Handbook of Lie Group Analysis of Differential Equations : New Trends in Theoretical Developments and Computational Methods Vol 3
by N. Kh Ibragimov (Editor), et al / Published 1995


Transformation Groups Applied to Mathematical Physics (Mathematics and Its Applications. Soviet Series)
by Nail H. Ibragimov


Blow-Up in Quasilinear Parabolic Equations (De Gruyter Expositions in Mathematics, Vol 19)
by Alexander A. Samarskii, Victor A. Galaktionov, Sergei P. Kurdyumov



Partial Differential Equations (Series on Soviet and East European Mathematics, Vol 2)
by A. V. Bitsadze / Published 1994



Equations of Mathematical Physics
by A. N. Tikhonov, A.A. Samarskii



Partial Differential Equations of Mathematical Physics
by S.L. Sobolev


A Collection of Problems in Mathematical Physics
by A.A. Samarskii, A.N. Tikhonov, B. M. Budak


Computational Heat Transfer Vol 1
by A. A. Samarskii, P. N. Vabishchevich / Published 1996 

Computational Heat Transfer : The Finite Difference Methodology Vol 2
by A. A. Samarskii, P. N. Vabishchevich / Published 1996



Numerical Methods for Grid Equations
by A.A. Samarskii 

Numerical Methods for Grid Equations : Direct Methods
by Aleksandr A. Samarskii, Evgenii S. Nikolaev

Statistical Field Theory : From Brownian Motion to Renormalization and Lattice Gauge Theory (Cambridge Monographs on Mathematical Physics) Vol 1
by Jean-Michel Drouffe, Claude Itzykson

Statistical Field Theory : Strong Coupling, Monte Carlo Methods, Conformal Field Theory, and Random Systems (Cambridge Monographs on Mathematical Physics) Vol 2
by Claude Itzykson, Jean-Michel Drouffe


Quantum Field Theory
by Claude Itzykson, J. B. Zuber


Methods of Quantum Field Theory in Statistical Physics
by A. A. Abrikosov, L. P. Gorkov, I. E. Dzyaloshinski / Published 1977



Conformal Invariance and Applications to Statistical Mechanics
by Claude Itzykson, Hubert Saleur, Jean-Bernard Zuber (Editor)



The Mathematical Beauty of Physics (Advanced Series in Mathematical Physics)
by Claude Itzykson (Editor), J. B. Zuber (Editor), J. M. Drouffe (Editor) / Published 1997



Quantum Field Theory and Critical Phenomena (International Series of Monographs on Physics, 92)
by Jean Zinn-Justin / 3rd Edition Published 1996


Numerical Methods for Stochastic Control Problems in Continuous Time (Applications of Mathematics, Vol 24)
by Harold Joseph Kushner, P.G. Dupuis



Numerical Linear Algebra
by Lloyd N. Trefethen, David Bau / Published 1997



Matrix Computations (Johns Hopkins Series in the Mathematical Sciences)
by Gene H. Golub, Charles F. Van Loan  / 3rd Edition Published 1996



Introduction to Scientific Computing : A Matrix-Vector Approach Using Matlab (The Matlab Curriculum Series)
by Charles F. Van Loan / Published 1996



Introduction to Scientific Computing : A Matrix-Vector Approach Using Matlab (The Matlab Curriculum Series)
by Charles F. Van Loan / 2nd Edition Published August 1999


Galerkin Finite Element Methods for Parabolic Problems (Springer Series in Computational Mathematics, 25)
by Vidar Thomee / Published 1997



Chaos and Order in the Capital Markets : A New View of Cycles, Prices, and Market Volatility
by Edgar E. Peters / Published 1996 Wiley Finance Editions



Fractal Market Analysis : Applying Chaos Theory to Investment and Economics
by Edgar E. Peters / Published 1994 Wiley Finance Editions



Patterns in the Dark: Understanding Risk and Financial Crisis with Complexity Theory
by Edgar E. Peters / Published April 1999 Wiley Finance Editions



Scaling : Dimensional Analysis and Intermediate Asymptotics (Cambridge Texts in Applied Mathematics, 14)
by G. I. Barenblatt


The Fractal Geometry of Nature
by Benoit B. Mandelbrot



Fractals and Scaling in Finance : Discontinuity, Concentration, Risk
by Benoit B. Mandelbrot


Multifractals and 1/f Noise : Wild Self-Affinity in Physics
by Benoit B. Mandelbrot / Published 1999



Stock Market Probability : Using Statistics to Predict and Optimize Investment Outcomes
by Joseph E., Jr. Murphy / Revised Edition Published 1994



The Stock Market and Finance From a Physicist's Viewpoint
by M.F.M. Osborne / Published 1977, 1996



Fractal Concepts in Surface Growth
by Albert-Laszlo Barabasi, H. Eugene Stanley / Published 1995



An Introduction to Econophysics: Correlations and Complexity in Finance
by Rosario N. Mantegna, H. Eugene Stanley / Published 1999 Econophysics Forum



Catastrophe Theory and Its Applications
by Tim Poston, Ian Stewart / Published 1996



Profiting from Chaos : Using Chaos Theory for Market Timing, Stock Selection, and Option Valuation
by Tonis Vaga

The Almighty Chance (Lecture Notes in Physics, Vol 20)
by Ya. B. Zeldovich, A.A. Ruzmaikin, D.D. Sokoloff  / Published 1990



The Mathematical Theory of Combustion and Explosions
by Ya. B. Zeldovich,  G. I. Barenblatt,  V. B. Librovich,  G. M. Makhviladze / Published 1985



Selected Works of Yakov Borisovich Zeldovich
by by Ya. B. Zeldovich, J. P. Ostriker, G. I. Barenblatt, R. A. Siuniaev / Published 1992



Dynamics and Information
by Boris B. Kadomtsev / 2nd Edition Published 1999 by UFN

Notes on Quantum Mechanics : A Course Given by Enrico Fermi at the University of Chicago
by Enrico Fermi, Robert A. Schluter / 2nd Edition Published 1995



Thermodynamics
by Enrico Fermi / Published 1937 and 1977



Statistical Thermodynamics
by Erwin Schrodinger / Published 1989



What Is Life? : The Physical Aspect of the Living Cell With Mind and Matter & Autobiographical Sketches
by Erwin Schrodinger, Roger Schrodinger, Roger Penrose / Reprint Edition Published 1992



Quantum Electrodynamics (Advanced Book Classics)
by Richard Phillips Feynman / Published 1998



Statistical Mechanics : A Set of Lectures (Advanced Book Classics)
by Richard Phillips Feynman / 2nd Edition Published 1998



Quantum Mechanics and Path Integrals
by Richard P. Feynman, A. R. Hibbs / Published 1965



Mathematical Foundations of Quantum Mechanics (Princeton Landmarks in Mathematics and Physics)
by John Von Neumann / Published 1996



General Theory of Relativity (Princeton Landmarks in Mathematics and Physics)
by Paul A. M. Dirac / Published 1996



Principles of Quantum Mechanics
by Paul A. M. Dirac / Published 1982


Algebraic Theory of Numbers (Princeton Landmarks in Mathematics and Physics)
by Hermann Weyl / Published 1998



The Classical Groups : Their Invariants and Representations (Princeton Landmarks in Mathematics and Physics)
by Hermann Weyl / Published 1997



Theory of Groups and Quantum Mechanics
by Hermann Weyl / Published 1950



Advanced Quantum Mechanics
by J. J. Sakurai / Hardcover / Published 1967 and 1990



Nonlinear Pricing : Theory & Applications
by Christopher T. May / Published January 1999 Wiley Finance Editions



Risk Neutral Valuation : Pricing and Hedging of Financial Derivatives (Springer Finance)
by N. H. Bingham, Rudiger Kiesel, Giovanni Barone-Adesi (Editor)  Ekkehard Kopp (Editor) / Published October 1998



The Geometry of Statistical Physics
by Dorje C. Brody, Lane P. Hughston / Published March 1999


Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models
by Lane Hughston (Editor) / Published 1997 Risk Books



Options: Classic Approaches to Pricing and Modelling
by Lane Hughston (Editor) / Published by Risk Books October 1999 (Contents)



Fuzzy Sets, Fuzzy Logic, and Fuzzy Systems : Selected Papers by Lotfi A. Zadeh (Advances in Fuzzy Systems - Applications and Theory , Vol 6)
by Lotfi A. Zadeh, George J. Klir (Editor), Bo Yuan (Editor) / Published 1996

An Introduction to Probability Theory and Its Application Vol 1
by William Feller 
An Introduction to Probability Theory and Its Applications Vol 2
by William Feller


Probability and Measure (Wiley Series in Probability and Mathematical Statistics)
by Patrick Billinglsey


Stochastic Processes (Wiley Classics Library)
by Joseph L. Doob


Stochastic Integration and Differential Equations : A New Approach
by Philip E. Protter / 2nd Edition



Stochastic Calculus : A Practical Introduction (Probability and Stochastics Series)
by Richard Durrett / 2nd Edition Published 1996



Essentials of Stochastic Processes (Springer Texts in Statistics)
by Richard Durrett / Published July 1999


Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach (Probability and Its Applications)
by H. Holden (Editor), Bernt Oksendal, Jan Uboe, Tusheng Zhang


Stochastic Differential Equations : An Introduction With Applications (Universitext)
by Bernt Oksendal / 5th Edition Published 1998


Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Mathematical Statistics. Applied Probability and Statistics)
by Paul Glasserman (Editor), David D. Yao (Editor)


Gradient Estimation Via Perturbation Analysis (Kluwer International Series in Engineering and Computer Science)
by Paul Glasserman, Yu-Chi Ho

Stochastic Networks (Lecture Notes in Statistics, Vol 117)
by Paul Glasserman (Editor), Karl Sigman (Editor), David D. Yao (Editor) / Published 1996



A Primer for the Monte Carlo Method
by Ilya M. Sobol



Monte Carlo Simulation: Methodologies and Applications for Pricing and Risk Management
by Bruno Dupire (Editor) / Published 1998 Risk Books


Monte Carlo and Quasi-Monte Carlo Methods 1996
by Harald Niederreiter (Editor), et al  / Published 1998


Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
by Harald Niederreiter (Editor), Peter Jau-Shyong Shiue (Editor)



Random Number Generation and Quasi-Monte Carlo Methods
by Harald Niederreiter


Monte Carlo Simulation in Statistical Physics : An Introduction (Springer Series in Solid-State Sciences, 80)
by K. Binder, Dieter W. Heermann / 3rd Edition Published 1998



Computer Simulation Methods in Theoretical Physics
by Dieter W. Heermann / 2nd Edition



Statistical Distributions
by Merran Evans, Nicholas Hastings (Editor), Brian Peacock / 2nd Edition



Stationa