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The LIBOR market model in practice
Gatarek, Dariusz, (2006)
The volatility surface : a practitioner's guide
Gatheral, Jim, (2006)
Advanced option pricing models : an empirical approach to valuing options
Katz, Jeffrey, (2005)
Derivatives : the theory and practice of financial engineering
Wilmott, Paul, (1998)
Uncertainty versus randomness : minimizing model dependence
Wilmott, Paul, (2000)
Paul Wilmott introduces quantitative finance
Wilmott, Paul, (2001)