- Designing and Implementing Software for Financial Instrument Pricing (The Wiley Finance Series)
- Introduction to C++ for Financial Engineers: An Object-Oriented Approach (The Wiley Finance Series)
- Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach (The Wiley Finance Series)
- Financial Instrument Pricing Using C++ (The Wiley Finance Series)
- Introduction to the Boost C++ Libraries; Volume II - Advanced Libraries