- Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)
- Probability and Statistics (Fabozzi)
- The Methods of Distances in the Theory of Probability and Statistics
- Mass Transportation Problems: Volume I: Theory (Probability and its Applications)
- Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing