Most Popular Books
- Credit Risk
- Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze)
- Paris-Princeton Lectures on Mathematical Finance 2003 (Lecture Notes in Mathematics)
- Fundamentals of the Theory of Structured Dependence Between Stochastic Processes: Consistencies and Copulae
- Counterparty Risk and Funding: A Tale of Two Puzzles
