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Empirical Techniques in Finance

Ramaprasad Bhar

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Risk and Asset Allocation

Attilio Meucci

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Semiparametric Modeling of Implied Volatility

Matthias R. Fengler

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The Mathematics of Arbitrage

Freddy Delbaen

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

Damiano Brigo

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Implementing Models in Quantitative Finance: Methods and Cases

Gianluca Fusai

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Mathematical Finance - Bachelier Congress 2000 : Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000

Helyette Geman

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Markets with Transaction Costs : Mathematical Theory

Yuri Kabanov

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Mathematical Models of Financial Derivatives

Yue-Kuen Kwok

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Applications of Fourier Transform to Smile Modeling : Theory and Implementation

Jianwei Zhu

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

Giovanni Cesari

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Interest Rate Models Theory and Practice

Damiano Brigo

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Credit Risk: Modeling, Valuation and Hedging

Tomasz R. Bielecki

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Credit Risk Valuation : Methods, Models, and Applications

Manuel Ammann

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CreditRisk+ in the Banking Industry

Matthias Gundlach

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Interest-Rate Management

Rudi Zagst

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Mathematical Finance - Bachelier Congress 2000 : Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000

Helyette Geman

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Contract Theory in Continuous-Time Models

Jaksa Cvitanic

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Financial Modeling, Actuarial Valuation and Solvency in Insurance

Mario V. Wuthrich

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

Norbert Hilber

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