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Financial Modelling with Jump Processes by Rama Cont Frontiers in Quantitative Finance by Rama Cont Multi-Asset Equity Derivatives by Rama Cont Functional Ito Calculus and Path-Dependent Kolmogorov Equations by Rama Cont Introduction to Credit Risk Modeling by Christian Bluhm Stochastic Financial Models by Douglas Kennedy Credit Derivatives and Structured Credit by Richard Bruyere Stochastic Integration by Parts and Functional Itô Calculus by Vlad Bally Robust Libor Modelling and Pricing of Derivative Products by John Schoenmakers Quantitative Fund Management. Chapman & Hall/ CRC Financial M... by Georg Ch. Pflug


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