Quantitative Energy Finance Modeling, Pricing, and Hedging in Energy and Commodity Markets

Modern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting

Modeling and Valuation of Energy Structures Analytics, Econometrics, and Numerics

Equity Derivatives and Hybrids Markets, Models and Methods

The Validation of Risk Models A Handbook for Practitioners

Optimization Methods for Gas and Power Markets Theory and Cases

Quantitative Assessment of Securitisation Deals

Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs

Multifractal Financial Markets An Alternative Approach to Asset and Risk Management

Introduction to Financial Forecasting in Investment Analysis

Market Microstructure and Nonlinear Dynamics Keeping Financial Crisis in Context

Mathematical Financial Economics A Basic Introduction