- 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
- Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)
- Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
- The Sabr/Libor Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives











