This list of books are ONLY the books that have been ranked on the lists that are aggregated on this site. This is not a comprehensive list of all books by this author.

1. 1. Derivatives

   Models on Models

   

   A practitioner-focused exploration of derivatives and option-pricing models that blends history, practical examples, and critical commentary. Through interviews and essays from leading quants and traders, it examines volatility smiles, stochastic volatility, jumps, and model risk, contrasting elegant theory with market realities. It emphasizes common-sense heuristics, robust risk management, and the pitfalls of overreliance on complex mathematics, offering pragmatic insights for traders, risk managers, and students.

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