Computational Methods in Finance
Ali Hirsa
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Stochastic Finance : A Numeraire Approach
Jan Vecer
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C++ for Financial Mathematics
John Armstrong
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Structured Credit Portfolio Analysis, Baskets and CDOs
Christian Bluhm
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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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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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Stochastic Financial Models
Douglas (Trinity College, Cambridge, UK) Kennedy
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Model-free Hedging : A Martingale Optimal Transport Viewpoint
Pierre (Societe Generale, Paris, France) Henry-Labordere
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Modeling Fixed Income Securities and Interest Rate Options
Robert Jarrow
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Unravelling the Credit Crunch
David (Rivast Consulting, London, UK) Murphy
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Portfolio Rebalancing
Edward E. Qian
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Metamodeling for Variable Annuities
Guojun Gan
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Introductory Mathematical Analysis for Quantitative Finance
Daniele Ritelli
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Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton
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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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Analysis, Geometry, and Modeling in Finance : Advanced Methods in Option Pricing
Pierre (Societe Generale, Paris, France) Henry-Labordere
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C++ for Financial Mathematics
John Armstrong
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