Indifference Pricing: Theory and Applications (Princeton Series in Financial Engineering)

Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research Financial Engineering)

Extreme Value Theory: An Introduction (Springer Series in Operations Research and Financial Engineering)

Foundations of the Pricing Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)

Pricing Financial Instruments: The Finite Difference Method: 13 (Wiley Series in Engineering)