Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing

Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices

A Probability Metrics Approach to Financial Risk Measures

Mass Transportation Problems: Applications

Mass Transportation Problems: Volume 1: Theory

Bayesian Methods in Finance

Financial Models with Levy Processes and Volatility Clustering

The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications

Financial Econometrics: From Basics to Advanced Modeling Techniques

Probability and Statistics for Finance

The Methods of Distances in the Theory of Probability and Statistics