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Finite difference methods in financial engineering : a partial differential equation approach
Computational methods in finance
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Computational methods for option pricing
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Tools for computational finance
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Fourier transform methods in finance
The numerical solution of the American option pricing problem : finite difference and transform approaches
Option valuation under stochastic volatility II : with Mathematica code
Extreme events in finance : a handbook of extreme value theory and its applications
Handbook of Financial Risk Management : simulations and case studies
Handbook of volatility models and their applications
Options, futures, and other derivatives
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Deep dive into financial models : modeling risk and uncertainty
More mathematical finance
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Advanced fixed income analysis.