The Black Swan: The Impact of the Highly Improbable
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A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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Optimization Methods in Finance (Mathematics, Finance and Risk)
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Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
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Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)
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Inside Volatility Arbitrage : The Secrets of Skewness
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GLOBAL DERIVATIVES: Products, Theory And Practice
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Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice)
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Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)
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A Benchmark Approach to Quantitative Finance (Springer Finance)
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Risk and Asset Allocation (Springer Finance)
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Derivatives Models on Models
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Dynamic Term Structure Modeling: The Fixed Income Valuation Course & CD-ROM (Wiley Finance)
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Semiparametric Modeling of Implied Volatility (Springer Finance)
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Bayesian Methods in Finance (Frank J. Fabozzi Series)
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Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
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Asset Price Dynamics, Volatility, and Prediction
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Parameter Estimation in Stochastic Differential Equations (Lecture Notes in Mathematics)
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Portfolio Optimization and Performance Analysis (Chapman & Hall/Crc Financial Mathematics Series)
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Robustness
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A Practical Guide to Forecasting Financial Market Volatility (The Wiley Finance Series)
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Extreme Financial Risks: From Dependence to Risk Management (Springer Finance)
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The LIBOR Market Model in Practice (The Wiley Finance Series)
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An Introduction to Stochastic Integration (Probability and its Applications)
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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 Markets Theory: Equilibrium, Efficiency and Information (Springer Finance)
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Stochastic Implied Volatility: A Factor-Based Model (Lecture Notes in Economics and Mathematical Systems)
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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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Forecasting Volatility in the Financial Markets, Third Edition (Quantitative Finance)
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