Please suggest a book/paper which discusses recombining Trinomial tree approach for pricing American options in detail. 

Please suggest research paper/ book that talk about extended Gabillon model. I cam across it during a model validation exercise for my client. The model is an American option on a commodity future. The pricing is done using Extended Gabillon model. 

The Basel does cover the ES part and I understand the ES calculations. I am unable to understand the ES scaling formula . Hull , 4th Edition (Chapter 17) does provide an example but it is not an elaborated one and therefore I was looking for more resources which can explain this easily. https://imag...

I am going through the new FRTB regulations and need to understand  the Internal Modeling Approach (IMA). Are there any good research papers/books/Videos that can explain the Expected Shortfall calculations, P&L attribution test and Backtesting with a case study approach (using some actual data)...