Futures Markets, Englewood Cliffs, New Jersey: Prentice-Hall, 1989. Japanese translation, Kinzai Publishing Company, 1994.

Dynamic Asset Pricing Theory ( revisions ), Third English Edition, Princeton University Press, 2001; French Translation, Modelès Dynamiques d' Evaluation, Paris: Presse Universitaire Française, 1993. Japanese edition: Sobunsha Publishing Company, 1998,

Credit Risk, with Kenneth J. Singleton, Princeton University Press, 2003; ( Table of Contents ), ( Corrections to Tables 10.2-10.4 )

The Squam Lake Report: Fixing the Financial System, Princeton University Press, 2010.