Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
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Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)
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Financial Applications using Excel Add-in Development in C/C++ (The Wiley Finance Series)
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Bayesian Methods in Finance (Frank J. Fabozzi Series)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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The Complete Guide to Option Pricing Formulas
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Derivatives Models on Models
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Frequently Asked Questions in Quantitative Finance (Wiley Series in Financial Engineering)
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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures (Frank J. Fabozzi Series)
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The LIBOR Market Model in Practice (The Wiley Finance Series)
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Dynamic Term Structure Modeling: The Fixed Income Valuation Course & CD-ROM (Wiley Finance)
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Engineering BGM (Chapman & Hall/Crc Financial Mathematics Series)
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Portfolio Optimization and Performance Analysis (Chapman & Hall/Crc Financial Mathematics Series)
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QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
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Financial Modeling Using C++ (Wiley Finance)
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Pricing Derivative Securities
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GLOBAL DERIVATIVES: Products, Theory And Practice
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Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Lecture Notes in Economics and Mathematical Systems)
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Numerical Methods for Finance (Chapman & Hall/Crc Financial Mathematics Series)
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