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Stochastic calculus for financeII,: Continuous-time models

Stochastic calculus for finance1: The binomial asset pricing model

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

Stochastic calculus for financeII,: Continuous-time models

Modelling, pricing, and hedging counterparty credit exposure : a technical guide

Mathematical Finance

Introduction to Central Banking

Financial modeling, actuarial valuation and solvency in insurance

Stochastic calculus for finance1: The binomial asset pricing model

Risk-neutral valuation : pricing and hedging of financial derivatives

Term-Structure Models : A Graduate Course

A Course in Derivative Securities : Introduction to Theory and Computation

Risk and Asset Allocation

The mathematics of arbitrage

Financial markets theory : equilibrium, efficiency and information

Credit risk : modeling, valuation and hedging

The Price of Fixed Income Market Volatility

Mathematical Finance

Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing

Modelling, Pricing, and Hedging Counterparty Credit Exposure : A Technical Guide

Time-Inconsistent Control Theory with Finance Applications

Derivative Securities and Difference Methods

Financial Modeling, Actuarial Valuation and Solvency in Insurance

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

Analytically Tractable Stochastic Stock Price Models

Time-inconsistent control theory with finance applications

Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit

Interest rate modeling : post-crisis challenges and approaches

Leveraged exchange-traded funds : price dynamics and options valuation

Modern SABR Analytics : Formulas and Insights for Quants, Former Physicists and Mathematicians

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