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Fragmenting Markets : Post-Crisis Bank Regulations and Financial Market Liquidity

Credit risk : pricing, measurement, and management

Dynamic asset pricing theory

The Handbook of China's Financial System

How big banks fail and what to do about it

Dark markets : asset pricing and information transmission in over-the-counter markets

Security Markets : Stochastic Models

Structured credit products : credit derivatives and synthetic securitisation

Measuring corporate default risk

Multiperiod Securities Markets With Differential Information : Martingales and Resolution Times

Credit risk: pricing, measurement, and management

Measuring corporate default risk

How big banks fail and what to do about it

Dark markets: asset pricing and information transmission in over-the-counter markets

Measuring corporate default risk

Dynamic Asset Pricing Theory

Dynamic Asset Pricing Theory : First Edition

Structured credit products: credit derivatives and synthetic securitisation

Credit Risk : Pricing, Measurement, and Management

Credit risk : pricing, measurement and management

Multiperiod Securities Markets With Differential Information : Martingales and Resolution Times

Mathematical finance

The Squam Lake report: fixing the financial system

Measuring corporate default risk

Mathematical Finance

Dynamic Asset Pricing Theory, Third Edition.

Dynamic Asset Pricing Theory

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