The Black Swan: The Impact of the Highly Improbable
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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The Volatility Surface: A Practitioner's Guide (Wiley Finance)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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Monte Carlo Statistical Methods (Springer Texts in Statistics)
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Credit Derivatives Pricing Models: Model, Pricing and Implementation
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My Life as a Quant: Reflections on Physics and Finance
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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An Introduction to Credit Risk Modeling (Chapman & Hall/Crc Financial Mathematics Series)
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Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series)
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An Introduction to Statistical Modeling of Extreme Values
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Mathematical Methods in Risk Theory. (Grundlehren der mathematischen Wissenschaften)
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Modeling Derivatives Applications in Matlab, C++, and Excel
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Quantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance)
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Multivariate Models and Multivariate Dependence Concepts (Monographs on Statistics and Applied Probability)
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Financial Modeling Under Non-Gaussian Distributions (Springer Finance)
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Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability)
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Copula Methods in Finance (The Wiley Finance Series)
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Copulas: From theory to application in finance
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Extreme Financial Risks: From Dependence to Risk Management (Springer Finance)
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Extreme Value Theory: An Introduction (Springer Series in Operations Research)
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Copula Modeling (Foundations and Trends in Econometrics)
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Correlation and Dependence
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Loss Reserving - An Actuarial Perspective (HUEBNER INTERNATIONAL SERIES ON RISK, INSURANCE AND) (Huebner International Series on Risk, Insurance and Economic Security)
Author: Gregory Taylor
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