# BOOK REVIEWS

We have introduced releasing book reviews on books of interest to the community. We are grateful for the work our members put into this – thank you!

The reviews are listed here, we hope you enjoy reading them.

- Damiano Brigo, Massimo Morini and Andrea Pallavicini:
*Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes*, Wiley, 2013, ISBN: 978-0-470-74846-6

review by Stéphane Crépey, University of Évry

Find the review here - Julien Guyon and Pierre Henry-Labordère:
*Nonlinear Option Pricing*, Chapman & Hall/CRC, 2013, ISBN 978-1-466-57033-7

review by Peter Friz, TU Berlin

Find the review here - Jakša Cvitanić and Jianfeng Zhang:
*Contract Theory in Continuous-Time Models*, Springer Verlag, 2013, ISBN-13: 9783642142000

review by Dylan Possamaï, Université Paris-Dauphine

Find the review here - Marcos C. S. Carreira, Richard J. Brostowicz Jr.:
*Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets*, Palgrave Macmillan UK, 2016, ISBN 978-1-137-47726-2

review by Matheus Grasselli, McMaster University

Find the review here - Álvaro Cartea, Sebastian Jaimungal and José Penalva:
*Algorithmic and High-Frequency Trading*, Cambridge University Press, 2015, ISBN 978-1107091146

review by Mathieu Rosenbaum, École Polytechnique

Find the review here - Lorenzo Bergomi:
*Stochastic Volatility Modeling*, Chapman & Hall/CRC, 2016, ISBN 9781482244069

review by Antoine Jacquier, Imperial College London and Baruch College, CUNY

Find the review here - Robert Jarrow:
*The Economic Foundations of Risk Management*, World Scientific, 2017, ISBN 9789813149960

review by Natalie Packham, Berlin School of Economics and Law

Find the review here - Rene Carmona, Francois Delarue:
*Probabilistic Theory of Mean Field Games with Applications I-II*, Springer, 2018, ISBN 978-3-319-59820-8

review by Erhan Bayraktar, University of Michigan

Find the review here - Marcos Lopez de Prado:
*Advances in Financial Machine Learning*, Wiley, 2018, ISBN 978-1-119-48208-6

review by Peter Schwendner, Zurich University of Applied Sciences

Find the review here - Roman Vershynin:
*High-dimensional probability*, Cambridge University Press, 2018, ISBN 9781108415194

review by Omiros Papaspiliopoulos, Universitat Pompeu Fabra

Find the review here