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.

• 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
• 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
• 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 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
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• Jakša Cvitanić and Jianfeng Zhang: Contract Theory in Continuous-Time Models, Springer Verlag, 2013, ISBN-13: 9783642142000
  review by Dylan Possamaï, Université Paris-Dauphine
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• Matthew F. Dixon, Igor Halperin, Paul Bilokon: Machine Learning in Finance, Springer, 2020, ISBN 978-3-030-41070-4
  review by Nils Detering, UC Santa Barbara
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• 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
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• Antoine Jacquier and Oleksiy Kondratyev: Quantum Machine Learning and Optimisation in Finance, Taylor&Francis, 2022, ISBN 978-1801813570
  review by Ariel Neufeld, NTU Singapore
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• Robert Jarrow: The Economic Foundations of Risk Management, World Scientific, 2017, ISBN 9789813149960
  review by Natalie Packham, Berlin School of Economics and Law
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• 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
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• Cornelis W. Oosterlee, Lech A. Grzelak: Mathematical Modeling and Computation in Finance, World Scientific, 2019, ISBN 978-1-78634-805-0
  review by Alessandro Gnoatto and Blanka Horvath (U Verona and U Oxford)
  Find the review here
• Glenn Shafer, Vladimir Vovk: Game-Theoretic Foundations for Probability and Finance, Wiley, 2019, ISBN 9780470903056
  reviewed by Ruodu Wang (University of Waterloo)
  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