Nonlinear Valuation and Non-Gaussian Risks in Finance

Levy Processes in Credit Risk

The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management

Quantitative Assessment of Securitisation Deals

The Handbook of Hybrid Securities: Convertible Bonds, CoCo Bonds, and Bail-In

Exotic Option Pricing and Advanced Lévy Models

The Risk Management of Contingent Convertible (CoCo) Bonds

Financial Risk Management for Cryptocurrencies