Amazon:
http://www.amazon.com/Stochastic ... icing/dp/0387401008
http://www.amazon.com/Stochastic ... -Time/dp/0387401016
Publication Date: April 21, 2004 | ISBN-10: 0387401008 | ISBN-13: 978-0387401003 | Edition: 1
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems