Derivatives Mathematics & Volatility Modeling: Option Pricing Theory, Stochastic Models, and Volatility Surface Construction

Pricing Models of Volatility Products and Exotic Variance Derivatives (Chapman and Hall/CRC Financial Mathematics Series)

Harvesting the Crash: The Mathematics of Long Volatility: Tail Risk, Derivatives, and the Counter-Intuitive Strategy of Profiting from Absolute Market Chaos

Advanced Equity Derivatives: Volatility and Correlation (Wiley Finance)

Agri-Commodity Derivatives Trading: Trading Volatility & Structured Products