| title | ISBN-13 | year of publica- tion | other author(s) |
|---|---|---|---|
| Exotic Option Pricing and Advanced Lévy Models | 978-0-470-01684-8 | 2005 | Andreas Kyprianou · Paul Wilmott |
| Levy Processes in Credit Risk | 978-0-470-74306-5 | 2009 | Jessica Cariboni |
| Lévy Processes in Finance: Pricing Financial Derivatives | 978-0-470-85156-2 | 2003 | |
| Stochastic Processes and Orthogonal Polynomials | 978-0-387-95015-0 | 2000 | |
| The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management | 978-0-470-68968-4 | 2011 | Jan De Spiegeleer |
| The Handbook of Hybrid Securities: Convertible Bonds, CoCo Bonds, and Bail-In | 978-1-118-44999-8 | 2014 | Jan De Spiegeleer · Cynthia Van Hulle |