**Interest Rate Modelling**

**Advanced Interest Rate Modelling (Part 1) by Pat Hagan****Advanced Interest Rate Modelling (Part 2) by Pat Hagan****Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) by Marco Bianchetti****Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2) by Massimo Morini****ADI Schemes for Pricing Options under the Heston model by Karel in't Hout****Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models by Roger Lord**