Interest Rate Modeling. Volume 2: Term Structure Models
Interest Rate Modeling. Volume 1: Foundations and Vanilla Models
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital (The Wiley Finance Series)
The Volatility Surface: A Practitioner's Guide
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)