1. ** Bergomi, L. (2016). Stochastic volatility modeling. Chapman & Hall / CRC financial mathematics series.
2. ** Brigo, D., & Mercurio, F. (2007). Interest rate models: Theory and practice (2nd ed.). Springer.
3. * Fusai, G., & Roncoroni, A. (2008). Implementing models in quantitative finance: Methods and cases, Springer.
4. * Gatarek, D., Bachert, P., & Maksymiuk, R. (2006). The LIBOR market model in practice (Finance series). Wiley.
5. Hull, J. (2018). Options, futures and other derivatives (10th ed.). Prentice Hall Pearson.