- Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering)
- Plight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently
- How To Think About Climate Change: Insights from Economics for the Perplexed But Open-minded Citizen
- Bond Pricing and Yield Curve Modeling: A Structural Approach
- Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance)