Alison Etheridge
- Stochastic Partial Differential Equations. Papers from the workshop held at the University of Edinburgh, March 1994. (1995) (editor)
- An Introduction to Superprocesses (2000)
- A Course in Financial Calculus (2002)
- Louis Bachelier's Theory of Speculation: The Origins of Modern Finance (2006)
- Some Mathematical Models from Population Genetics (2012)