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Design of master agreements for OTC derivatives
Franzen, Dietmar, (2001)
Einführung in die numerische Berechnung von Finanz-Derivaten : computational finance ; mit 4 Tabellen und 36 Übungsaufgaben
Seydel, Rüdiger, (2000)
Modelling financial derivatives with Mathematica : mathematical models and benchmark algorithms
Shaw, William T., (1999)
Single- and Multi-Name Credit Derivatives: Theory and Practice
Lipton, Alexander, (2012)
Modern monetary circuit theory, stability of interconnected banking network, and balance sheet optimization for individual banks
Lipton, Alexander, (2016)
Old problems, classical methods, new solutions
Lipton, Alexander, (2020)