I am looking for a good book that has the following topics: Fokker-Planck Equation, Kolmogorov Forward and Backward Equations, Feynman-Kac Formula.
Please let me know if you have any suggestions.

I am looking for a book that has  topics like FRAs, Interest rate swaps, Swaptions, Caps and Floors i.e.  the kind of stuff covered in  Chap 22 and 25 of Hull's book. This is for teaching a course involving these topics. The treatment must be  stochastic calculus based.   T hese topics are covered ...

How do you calculate duration of a zero-coupon bond in  short-rate models such as Vasicek model?  If you compute duration as the sensitivity w.r.t. yield of the bond, the duration would be equal to T, the time-to-maturity no matter which model you use. But if it is w.r.t. the short rate r  then it ...

I am looking for book on Foreign Exchange and Related Derivatives.
I would appreciate it if you could suggest some book.

I am looking for a book (or any resource such as an article, website, etc.) for learning Similarity Transformation for transforming
differential equations. I would appreciate it if you let me know of any reference.

I am looking for a book on implementation of interest-rate models (like Vasicek Model, CIR, BDT, HJM) in
MS Excel. I would greatly appreciate it if someone could help me.

I am looking for a book that would complement to O'Kane. O'Kane only has modeling related details. I am looking for some good text which would complement this book by giving the mechanics, structure and analytics of various credit derivatives. I have also looked through Lando and Duffie & Single...