| title | ISBN-13 (ISBN-10) | year of publica- tion | other author(s) |
|---|---|---|---|
| Advanced Modeling for Complex Interest Rate Products | 978-0-470-69712-2 (0-470-69712-1) | 2012 | Denis Belomestny |
| Robust Libor Modelling and Pricing of Derivative Products | 978-1-58488-441-5 (1-58488-441-X) | 2005 | |