Books by former members of the QUARC team

Modern Pricing of Interest Rate Derivatives by Riccardo Rebonato

Volatility and Correlation by Riccardo Rebonato

Interest-Rate Option Models by Riccardo Rebonato

Monte Carlo Methods in Finance by Peter Jaeckel

The Concepts and Practice of Mathematical Finance by Mark Joshi

C++ Design Patterns and Derivatives Pricing by Mark Joshi

Mark Joshi also wrote an extra chapter for the second edition of Introduction to the Theory of Distributions by F.G. Friedlander