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Stochastics
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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas
Buy new: $58.45 / Used from: $35.99
Good basis
Methods of Mathematical FinanceMethods of Mathematical Finance by Ioannis Karatzas
Buy new: $72.85 / Used from: $21.00
applied to finance
Probability TheoryProbability Theory by A A Borovkov
Buy new: $132.26 / Used from: $162.73
back to basis
Graphical methods for data analysis (The Wadsworth statistics/probability series)Graphical methods for data analysis (The Wadsworth statistics/probability series) by John M. Chambers
Buy used from: $31.49
visualize your data is always a crutial step
Statistics of Random Processes IIStatistics of Random Processes II by Robert S. Liptser
Buy new: $90.15 / Used from: $85.03
all that you need, I
Statistics of Random Processes IStatistics of Random Processes I by Robert S. Liptser
Buy new: $94.89 / Used from: $70.00
all that you need, II
Probability Essentials (Universitext)Probability Essentials (Universitext) by Jean Jacod
Buy used from: $112.53
eponym...
Stochastic Calculus of Variations in Mathematical FinanceStochastic Calculus of Variations in Mathematical Finance by Paul Malliavin
Buy new: $56.20 / Used from: $35.83
Malliavin calculus has to taken into account
Series of Irregular Observations: Forecasting and Model Building (Applied Probability)Series of Irregular Observations: Forecasting and Model Building (Applied Probability) by Robert Azencott
Buy new: $51.75 / Used from: $17.63
to understand some datasets
Handbook of Brownian Motion - Facts and Formulae (Probability and its Applications)Handbook of Brownian Motion - Facts and Formulae (Probability and its Applications) by Andrei N. Borodin
Buy new: $150.97 / Used from: $154.70
your handbook
Random Iterative Models (Stochastic Modelling and Applied Probability)Random Iterative Models (Stochastic Modelling and Applied Probability) by Marie Duflo
Buy new: $129.00 / Used from: $90.74
modelling
Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics)Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics) by Joseph L. Doob
Buy new: $69.95 / Used from: $59.91
a deeper view
Stochastic Calculus in Manifolds (Universitext)Stochastic Calculus in Manifolds (Universitext) by Michel Emery
Buy used from: $224.95
more generic