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