Books
An authored textbook and an edited handbook connecting quantitative methods with financial applications.
Co-author · 2008
Methods and Cases
Numerical methods and worked cases covering simulation, derivative valuation, portfolio selection, risk management and calibration, with algorithms and implementation code.
Co-editor · 2015
Structuring, Trading and Risk Management
Market structures, trading, valuation and risk management across energy and other commodities, with quantitative tools and practical examples.
First published online on 5 December 2014. Book copyright 2015.
See the publisher pages for format and availability details.