- John C. Hull - Options, Futures, and Other Derivatives
- Damiano Brigo & Fabio Mercurio - Interest Rate Models - Theory and Practice (With Smile, Inflation and Credit)
- Paul Glasserman - Monte Carlo Methods in Financial Engineering
- Steven E. Shreve - Stochastic Calculus for Finance II: Continuous-Time Models
- Espen Gaarder Haug - Option Pricing Formulas
- Antoine Savine - Modern Computational Finance: AAD and Parallel Simulations
- Jessica James & Nick Webber - Interest Rate Modelling
- Jim Gatheral - The Volatility Surface
- Lorenzo Bergomi - Stochastic Volatility Modelling
- Andreas Griewank & Andrea Walther - Evaluating Derivatives - Principles and Techniques of Algorithmic Differentiation
- Uwe Naumann - The Art of Differentiating Computer Programs: An Introduction to Algorithmic Differentiation
- S. Klabnik & C. Nichols - The Rust Programming Language
- J. Gjengset - Rust for Rustaceans
- J. Blandy - Rust Programming