Applied Stochastic Control of Jump Diffusions (Universitext) by Bernt Øksendal |
The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest Rate Derivatives by Riccardo Rebonato |
by Denis R. Bell
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Financial Modelling with Jump Processes (Chapman & Hall/CRC Financial Mathematics Series) by Rama Cont |
The Volatility Surface: A Practitioner's Guide (Wiley Finance) by Jim Gatheral |
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