Books
- Financial Mathematics : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 (Lecture Notes in Mathematics)
- Structure of Accounts
- Advances in Pacific Basin Financial Markets, Volume 4 (Advances in Pacific Basin Financial Markets)
- Imperfect Information and Investor Heterogeneity in the Bond Market (Contributions to Economics)
- Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems)
Books