2019

IFRS 9 and CECL credit risk modelling and validation : a practical guide with examples worked in R and SAS

Bellini, Tiziano, author.

London, United Kingdom : Academic Press, [2019]

 

2016

Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation

Cham, Switzerland : Springer, 2016

 

2016

A factor model approach to derivative pricing

Primbs, James, author

Boca Raton, Florida : CRC Press, [2016]

 

2015

The xVA challenge : counterparty credit risk, funding, collateral, and capital

Gregory, Jon, 1971-
Third edition
Chichester, West Sussex, UK : John Wiley & Sons, 2015

 

2013

Investment science

Luenberger, David G., 1937-
Second Edition
New York : Oxford University Press, 2013

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2012

Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets

Gregory, Jon, 1971-
2nd ed


 

2011

Implementing models of financial derivatives : object oriented applications with VBA

Webber, Nick



 

2011

Financial derivatives modeling

Ekstrand, Christian



 

2010

Counterparty credit risk : the new challenge for global financial markets

Gregory, Jon, 1971-



 

2008

Mathematical models of financial derivatives

Kwok, Y. K. (Yue-Kuen), 1957-
Second edition, Rev. and enlarged
Berlin : Springer, [2008]

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2008

Mathematical models of financial derivatives

Kwok, Y. K. (Yue-Kuen), 1957-
2nd ed


 

2007

Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market

Tang, Yi, 1962-

River Edge, NJ : World Scientific Pub., 2007

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2007

Derivatives : models on models

Haug, Espen Gaarder.

Chichester, England ; Hoboken, NJ : John Wiley, [2007]

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2007

Quantitative Analysis, Derivatives Modeling, And Trading Strategies : In The Presence Of Counterparty Credit Risk For The Fixed-income Market

Tang, Yi



 

2007

Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market

Tang, Yi, 1962- author.

Hackensack, NJ : World Scientific Pub., [2007]

 

2007

Derivatives, models on models

Haug, Espen Gaarder.



 

2006

An engine, not a camera : how financial models shape markets

MacKenzie, Donald A.

Cambridge, Mass. : MIT Press, [2006]

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2006

Paul Wilmott on quantitative finance

Wilmott, Paul.
Second edition
Chichester : Wiley, 2006

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2006

An engine, not a camera : how financial models shape markets

MacKenzie, Donald A.



 

2006

Binomial models in finance

Van der Hoek, John



 

2005

Strategic trading in illiquid markets

Mönch, Burkart



 

2005

A course in derivative securities : introduction to theory and computation

Back, K. (Kerry)



 

2005

Martingale methods in financial modelling

Musiela, Marek, 1950-
2nd ed


 

2004

Arbitrage theory in continuous time

Björk, Tomas.
2nd ed


 

2004

Derivative market competition : OTC market versus organized derivative exchanges

Nystedt, Jens, author



 

2002

Financial engineering and computation : principles, mathematics, algorithms

Lyuu, Yuh-Dauh.



 

2001

Financial Engineering and Computation : Principles, Mathematics, Algorithms

Lyuu, Yuh-Dauh



 

2000

Paul Wilmott on quantitative finance

Wilmott, Paul.
[Revised ed]
Chichester, U.K. : Wiley, 2000

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2000

Efficient methods for valuing interest rate derivatives

Pelsser, Antoon, 1968-

London ; New York : Springer, 2000

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1999

Insurance and weather derivatives : from exotic options to exotic underlyings

London : Risk, [1999]

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1998

Investment science

Luenberger, David G., 1937-

New York : Oxford University Press, 1998

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1998

Risk management and financial derivatives : a guide to the mathematics

New York : McGraw Hill, [1998]

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1998

Derivatives : the theory and practice of financial engineering

Wilmott, Paul.
University edition
Chichester, England : John Wiley & Sons, 1998

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1998

Arbitrage theory in continuous time

Björk, Tomas



 

1997

Risk management and financial derivatives : a guide to the Mathematics

Das, Satyajit.

North Ryde, N.S.W. : LBC Information Services, 1997

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1997

Exotic options : a guide to second generation options

Zhang, Peter G



 

1996

The mathematics of financial derivatives : a student introduction

Wilmott, Paul.
Repr. with corrections
Oxford : Cambridge University Press, 1996

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1995

The mathematics of financial derivatives : a student introduction

Wilmott, Paul.
Reprinted with corrections
Oxford ; New York : Cambridge University Press, 1995

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2023

Virtual barrels : quantitative trading in the oil market

Bouchouev, Ilia, author

Cham : Springer, [2023]

 

2022

Girsanov, numeraires, and all that

Hagan, Patrick S., author

Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2022

 

2019

Actuarial finance : derivatives, quantitative models and risk management

Boudreault, Mathieu, author.

Hoboken, NJ : John Wiley & Sons, Inc., 2019

 

2019

Interest Rate Modeling : Theory and Practice, 2nd Edition

Wu, Lixin
2nd ed


 

2018

Interest rate models : an introduction

Cairns, Andrew (Andrew J. G.), author

Princeton : Princeton University Press, [2018]

 

2017

Options, futures, and other derivatives

Hull, John, 1946- author.
Global edition


 

2017

The social life of financial derivatives : markets, risk, and time

LiPuma, Edward, 1951- author.

Durham : Duke University Press, 2017

 

2014

Simulating security returns : a filtered historical simulation approach

Adesi, Giovanni Barone, author

[Basingstoke] : Palgrave Pivot, 2014

 

2014

Inspired by finance : the Musiela festschrift

Cham : Springer, [2014]

 

2013

Financial mathematics : a comprehensive treatment

Campolieti, Giuseppe (Mathematics professor)



 

2013

Computational methods for quantitative finance : finite element methods for derivative pricing

Berlin ; New York : Springer, ©2013

 

2012

Derivatives in pricing and modelling

Bingley : Emerald, 2012