Interest Rate Modeling. Volume 2: Term Structure Models
Interest Rate Modeling. Volume 3: Products and Risk Management
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
Advances in Financial Machine Learning
Volatility and Correlation: The Perfect Hedger and the Fox
Options, Futures, and Other Derivatives (10th Edition)
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition (Springer Series in Statistics)
Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)