The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives

Python Machine Learning

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes (The Wiley Finance Series)

The Volatility Smile (Wiley Finance)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

Smile Pricing Explained (Financial Engineering Explained)

Interest Rate Markets: A Practical Approach to Fixed Income (Wiley Trading)