Here are the books I have written on mathematical physics.
Instantons and large N
Instantons and large N (Cambridge University Press, 2015) is, as its subtitle indicates, an introduction to these two non-perturbative methods in quantum field theory. The book is intended for graduate students and researchers.
Chern-Simons theory, matrix models, and topological strings
This book, published by Oxford University Press in 2005, is more specialized. I now realize that it should have contained much more background on the different subjects. It might be useful for experts or prospective researchers.
Topological quantum field theory and four-manifolds
This book, written with my former Ph.D. supervisor Jose Labastida, and published by Springer in 2005, was my first one. It is also quite specialized. Our goal was to provide a direct path from the basics to Witten's magic formula and to Moore and Witten's u-plane integral. It will be useful for people willing to learn the applications of supersymmetric gauge theory to four-manifolds, which constitutes one of the most dramatic successes of quantum field theory in mathematics.