Risk and Asset Allocation
Attilio Meucci
Financial Modeling, Actuarial Valuation and Solvency in Insurance
Mario V. Wüthrich & Michael Merz
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee & Ion Manda
A Course in Derivative Securities
Kerry Back
Implementing Models in Quantitative Finance: Methods and Cases
Gianluca Fusai & Andrea Roncoroni
Mathematics of Financial Markets
Robert J. Elliott & P. Ekkehard Kopp
Option Prices as Probabilities
Christophe Profeta, Bernard Roynette & Marc Yor
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