Bethesda didn't officially release a novel, but there is a fan-fiction related novel out there set a few years after Oblivion. I did here that is was released with pre-orders.
Can't exactly remember the name or author, but if you check UESPWiki... should point you in the right direction.
Infernal City and Lord of Souls aren't fan fiction. They're considered part of the official canon by Bethesda.
@Shooby: I'm about a third of the way through the first book and it's pretty good, but there are parts of it that don't really seem like they follow the rules of the unvierse that Bethesda set up in the games, and were just shoe-horned in by the author. I think I remember reading that the author didn't know much about the games before he was asked to write the novels, so that may be why. Still not a bad book so far, though.