Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications

Geoffrey R. Grimmett - One Thousand Exercises in Probability Solution

Irm07 Group Project

Exercises Libor Market Model - ICL

Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform

Andersen - Efficient Simulation of the Heston Stochastic Volatility Model

Euler and Milstein Discretization

Hull-White Model 2

Complete Market Models

Trinomial Tree Implementation

Giles, Szpruch - Multi levelito MC