- 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
- Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
- Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
- Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)