- Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering)
- Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
- How To Think About Climate Change: Insights from Economics for the Perplexed But Open-minded Citizen
- Portfolio Management Under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
- The Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives