Books

Plight of the Fortune Tellers Plight of the Fortune Tellers
2010
Coherent Stress Testing Coherent Stress Testing
2010
Portfolio Management Under Stress Portfolio Management Under Stress
2013
The SABR/LIBOR Market Model The SABR/LIBOR Market Model
2011
How To Think About Climate Change How To Think About Climate Change
2024
Bond Pricing and Yield Curve Modeling Bond Pricing and Yield Curve Modeling
2018