Mathematics, Finance and Risk

The Concepts and Practice of Mathematical Finance

C++ Design Patterns and Derivatives Pricing

Synthetic CDOs

Modelling, Valuation and Risk Management

Risk and Portfolio Analysis

Principles and Methods

Non-Life Insurance Mathematics

An Introduction with the Poisson Process

Modern Problems in Insurance Mathematics

Collected Works I

Essentials of Excel VBA, Python, and R

Volume II: Financial Derivatives, Risk Management and Machine Learning

Fractional Calculus and Fractional Processes with Applications to Financial Economics

Theory and Application

The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It

Risk Management and Financial Derivatives

A Guide to the Mathematics

Introduction to Financial Mathematics

Option Valuation

Introduction to Excel VBA Programming

with Applications in Finance and Insurance

Risk Analysis in Finance and Insurance

Engineering BGM

Structured Credit Portfolio Analysis, Baskets and CDOs

Financial Modelling in Commodity Markets

High-Performance Computing in Finance

Problems, Methods, and Solutions

Model-free Hedging

A Martingale Optimal Transport Viewpoint

Money and Capital Markets

Pricing, yields and analysis

Introduction to Computational Risk Management of Equity-Linked Insurance

Statistics for Finance

Counterparty Risk and Funding

A Tale of Two Puzzles

Metamodeling for Variable Annuities

Fractals and Scaling in Finance

Discontinuity, Concentration, Risk. Selecta Volume E

Managing Energy Risk

An Integrated View on Power and Other Energy Markets

Financial Econometrics

Problems, Models, and Methods

Algorithms for Worst-Case Design and Applications to Risk Management

Anticipating Correlations

A New Paradigm for Risk Management