| year of publication | ISBN | author(s) | title |
|---|---|---|---|
| 2010 | 978-0-9844221-0-4 | Leif B. G. Andersen · Vladimir V. Piterbarg | Interest Rate Modeling. Volume 1: Foundations and Vanilla Models |
| '' | 978-0-9844221-1-1 | '' | Interest Rate Modeling. Volume 2: Term Structure Models |
| '' | 978-0-9844221-2-8 | '' | Interest Rate Modeling. Volume 3: Products and Risk Management |