Modelling, Pricing, and Hedging Counterparty Credit Exposure
Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee & Ion Manda
Term-Structure Models
Damir Filipovic
Signature Methods in Finance
Christian Bayer, Goncalo dos Reis, Blanka Horvath & Harald Oberhäuser
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