René Carmona

• Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective: An Infinite-dimensional Stochastic Analysis Perspective (Springer Finance)
• Paris-Princeton Lectures on Mathematical Finance 2004 (Lecture Notes in Mathematics Book 1919)
• Probabilistic Theory of Mean Field Games with Applications I
• Probabilistic Theory of Mean Field Games with Applications I-II
• Probabilistic Theory of Mean Field Games with Applications II
• Statistical Analysis of Financial Data in S-Plus
• Stochastic Partial Differential Equations
• Indifference Pricing
• Numerical Methods in Finance
• Paris-Princeton Lectures on Mathematical Finance 2003
• Practical Time-Frequency Analysis
• Statistical Analysis of Financial Data in R