Signature Methods in Finance
Christian Bayer, Goncalo dos Reis, Blanka Horvath & Harald Oberhäuser
Risk and Asset Allocation
Attilio Meucci
Volterra Volatility Models
Giulia Di Nunno, Yuliya Mishura & Anton Yurchenko-Tytarenko
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
Fred Espen Benth & Paul Krühner
Time-Inconsistent Control Theory with Finance Applications
Tomas Björk, Mariana Khapko & Agatha Murgoci
Continuous-Time Asset Pricing Theory
Robert A. Jarrow
Mathematical Finance
Ernst Eberlein & Jan Kallsen
Financial Markets Theory
Emilio Barucci & Claudio Fontana
The Price of Fixed Income Market Volatility
Antonio Mele & Yoshiki Obayashi
Asymptotic Chaos Expansions in Finance
David Nicolay