"Financial Modelling with Jump Processes" by Rama Cont and Peter Tankov (2004)， English

Recommended by Mark Joshi, "Financial markets crash and are inherently jump. There has therefore been much effort devoted in recent years to derivatives pricing using jumpy processes. Cont and Tankov is a nice exposition of this theory covering both jump-diffusion processes and more general Levy processes. The point of view is quite applied with proofs deemphasized."

我从论坛获得很多很好的资料，这里也贡献以下：）

http://www.ebookee.com.cn/Financial-Modelling-with-Jump-Processes_189740.html

请注意，文件是 .djvu格式 （这里不让上传，我转化的PDF太大, >70 Mb）；Djvu 阅览器，可以从http://djvu.org/resources/ 下载 WinDjView