Structured Credit Portfolio Analysis, Baskets and CDOs
Christian Bluhm
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C++ for Financial Mathematics
John Armstrong
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Stochastic Finance : A Numeraire Approach
Jan Vecer
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Portfolio Optimization and Performance Analysis
Jean-Luc (University of Cergy-Pontoise, France) Prigent
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Understanding Risk : The Theory and Practice of Financial Risk Management
David Murphy
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Counterparty Risk and Funding : A Tale of Two Puzzles
Stephane Crepey
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Stochastic Processes with Applications to Finance
Masaaki Kijima
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Modeling Fixed Income Securities and Interest Rate Options
Robert Jarrow
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Model-free Hedging : A Martingale Optimal Transport Viewpoint
Pierre (Societe Generale, Paris, France) Henry-Labordere
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Portfolio Rebalancing
Edward E. Qian
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Stochastic Financial Models
Douglas (Trinity College, Cambridge, UK) Kennedy
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Unravelling the Credit Crunch
David Murphy
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An Introduction to Financial Mathematics : Option Valuation
Hugo D. Junghenn
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Engineering BGM
Alan Brace
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Structured Credit Portfolio Analysis, Baskets and CDOs
Christian Bluhm
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American-Style Derivatives : Valuation and Computation
Jerome Detemple
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Financial Modelling in Commodity Markets
Viviana Fanelli
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Machine Learning for Factor Investing: R Version
Guillaume Coqueret
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Optional Processes : Theory and Applications
Mohamed Abdelghani
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High-Performance Computing in Finance : Problems, Methods, and Solutions
M. A. H. Dempster
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Equity-Linked Life Insurance : Partial Hedging Methods
Alexander (University of Alberta, Edmonton, Canada) Melnikov
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Model-free Hedging : A Martingale Optimal Transport Viewpoint
Pierre (Societe Generale, Paris, France) Henry-Labordere
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Portfolio Rebalancing
Edward E. (PanAgora Asset Management, Boston, Massachusetts, USA Qian
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Derivative Pricing : A Problem-Based Primer
Ambrose Lo
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