Kenneth J. Singleton: Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment: Princeton University Press, 2006, 480 pages, approx. 120 SFr.

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Finanzmarkt und Portfolio Management, Vol. 21, Iss. 2, 2007-06 ,pp. : 263-264

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Negative Libor rates in the swap market model

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New and robust drift approximations for the LIBOR market model

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Viral V. Acharya, Thomas F. Cooley, Matthew P. Richardson, and Ingo Walter: Regulating Wall Street—The Dodd-Frank Act and the New Architecture of Global Finance: John Wiley & Sons, 2010, 573 pages, approx. 50 USD

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Euan Sinclair: Option Trading—Pricing and Volatility Strategies and Techniques: John Wiley & Sons, 2010, 298 pages, approx. 70.00 USD

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