Frank Fabozzi

Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Meer

This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. Meer

The standard reference for fixed income portfolio managers—fully updated with new analytical frameworks 

Fixed Income Mathematics is known around the world as the leading guide to understanding the concepts, valuation models for bonds with embedded option, mortgage-backed securities, asset-backed securities, and other fixed income instruments, and portfolio analytics. Meer

The definitive guide to fixed income securities―updated and revised with everything you need to succeed in today’s market

The Handbook of Fixed Income Securities has been the most trusted resource for fixed income investing for decades, providing everything sophisticated investors need to analyze, value, and manage fixed income instruments and their derivatives. Meer