Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

Interest Rate Swaps and Other Derivatives (Columbia Business School Publishing)

Risk Management and Financial Institutions (Wiley Finance)

Quantitative Risk Management: Concepts, Techniques and Tools (Princeton Series in Finance)

Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)

The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital (The Wiley Finance Series)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Accounting for Derivatives: Advanced Hedging under IFRS 9 (The Wiley Finance Series)