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Structured Credit Products: Credit Derivatives and Synthetic Securitisation (Wiley Finance Book 724)
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Structured Credit Products: Credit Derivatives and Synthetic Securitisation
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Asset Pricing: Revised Edition
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Futures Markets
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Mathematical Finance (The IMA Volumes in Mathematics and its Applications, 65)
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Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
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Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets (Princeton Lectures in Finance)
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How Big Banks Fail and What to Do about It
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Dynamic Asset Pricing Theory. Second edition
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Dynamic Asset Pricing Theory, Third Edition.
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