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The Price of Fixed Income Market Volatility

Leveraged Exchange-Traded Funds : Price Dynamics and Options Valuation

The Price of Fixed Income Market Volatility

Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective

Contagion! Systemic Risk in Financial Networks

Fourier-Malliavin Volatility Estimation : Theory and Practice

Enlargement of Filtration with Finance in View

Electricity Derivatives

Saddlepoint Approximation Methods in Financial Engineering

Continuous-Time Asset Pricing Theory : A Martingale-Based Approach

Interest Rate Modeling: Post-Crisis Challenges and Approaches

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