Books
Search runs across title, subtitle, short description, and author names. Topics mirror the full instrument and desk coverage of the library—see also topic hubs.
Practitioner guide for treasury and markets
Luigi Pascal Rondanini · David Axtell · 2026 · Rondanini
Spot, forwards, swaps, and NDFs for corporate treasurers, traders, and risk managers—operations-first, institutionally framed.
With Smile, Inflation and Credit (Springer Finance)
Damiano Brigo · Fabio Mercurio · Springer
This comprehensive volume delves into interest rate models, integrating theoretical foundations with practical applications. It covers advanced topics including smile dynamics, inflation impacts, and credit considerations, making it essential for finance professionals engaged in interest rate derivatives and risk management.
Frank J. Fabozzi et al. · McGraw-Hill
The Handbook of Fixed Income Securities is a comprehensive resource covering a wide range of fixed income instruments, including bonds, money market funds, and mutual funds. It serves as an essential guide for finance professionals seeking to deepen their understanding of fixed income markets and securities.
Tools for Today's Markets
Bruce Tuckman · 2022 · John Wiley & Sons
This comprehensive guide explores fixed income securities, offering essential tools and insights for navigating today's complex markets. Authored by Bruce Tuckman, it addresses critical aspects of fixed income investing, including valuation, risk management, and hedging strategies.
Gregory Zuckerman · 2019 · Random House
Renaissance and quantitative investing narrative.
John C. Hull · 2018 · Pearson
This comprehensive text by John C. Hull covers a wide range of derivative instruments, including options and futures, with a focus on their pricing and risk management. It is essential for professionals seeking to deepen their understanding of derivatives in financial markets.
John C. Hull · 2017 · Pearson
This comprehensive text provides an in-depth exploration of futures and options markets, covering fundamental concepts, pricing models, and practical applications. It is designed for finance professionals and students seeking to enhance their understanding of derivatives trading and risk management.
Uwe Wystup · 2017 · John Wiley & Sons
This comprehensive guide explores FX options and structured products, providing insights into their pricing, risk management, and application in financial markets. Authored by Uwe Wystup, the book serves as a valuable resource for practitioners looking to deepen their understanding of these complex instruments.
3rd Edition
Geert Bekaert · Robert J. Hodrick · 2017 · Cambridge University Press
This comprehensive text provides rigorous coverage of international finance, including exchange rate theory, hedging strategies, capital markets, and the dynamics of emerging market FX. It serves as an essential resource for finance professionals navigating global financial landscapes.
A Wall Street Revolt
Michael Lewis · 2015 · W. W. Norton
In 'Flash Boys', Michael Lewis explores the intricacies of market structure and high-frequency trading (HFT) through a compelling narrative, revealing how these elements shape the financial landscape. The book provides insights into the mechanics of trading and the implications for market participants.
concepts, techniques and tools
Alexander J. McNeil · 2015 · Princeton University Press
This comprehensive text provides an in-depth exploration of quantitative risk management techniques and tools, integrating mathematical models with practical applications in finance and insurance. It serves as a vital resource for professionals and students seeking to enhance their understanding of risk measurement and management.
Hull, John · 2015 · John Wiley & Sons
This comprehensive text by John Hull delves into risk management practices within financial institutions, addressing key concepts such as credit risk, market risk, and regulatory frameworks. It serves as an essential resource for professionals seeking to understand the complexities of risk in the financial sector.
Counterparty Credit Risk, Funding, Collateral, and Capital
Jon Gregory · 2015 · John Wiley & Sons
The XVA Challenge addresses the complexities of counterparty credit risk, funding, collateral management, and capital requirements in derivatives trading. Authored by Jon Gregory, this comprehensive guide provides practitioners with the necessary frameworks and quantitative methods to navigate these critical aspects of modern finance.
Cheol Eun · Bruce Resnick · 2014 · McGraw-Hill
International Financial Management offers a comprehensive overview of key concepts and practices in managing financial operations globally. Covering essential topics such as foreign exchange, international financial markets, and risk management, it serves as a vital resource for finance professionals navigating the complexities of international finance.
Advanced Trading Strategies and Techniques, 2nd Edition
Sheldon Natenberg · 2014 · McGraw-Hill
This comprehensive guide delves into the intricacies of option volatility and pricing, offering advanced trading strategies and techniques. It equips traders and analysts with the necessary tools to navigate the complexities of derivatives markets effectively.
Robert L. McDonald · 2013 · Pearson
This comprehensive text provides an in-depth exploration of derivative securities, covering essential concepts and practical applications. It serves as a valuable resource for professionals seeking to enhance their understanding of derivatives markets and their associated risks.
Passcards
BPP Learning Media · 2013 · BPP Learning Media
This practical primer on hedge accounting provides essential insights into the complexities of IFRS and hedging under accounting standards, making it a valuable resource for finance professionals navigating regulatory requirements.
A Continuing Challenge for Global Financial Markets
Jon Gregory · 2012 · John Wiley & Sons
This comprehensive work by Jon Gregory delves into the complexities of counterparty credit risk and credit value adjustment, essential for understanding the challenges faced by global financial markets. It provides insights into risk management practices and the implications for fixed income and credit instruments.
5th Edition
Lawrence G. McMillan · 2012 · Prentice Hall
This comprehensive reference provides strategies for trading equity and index options, including detailed coverage of spreads, straddles, and advanced position management techniques, making it essential for practitioners in the derivatives market.
a practitioner's guide
Iain J. Clark · 2011 · John Wiley & Sons
This comprehensive guide delves into the intricacies of pricing foreign exchange options, providing practitioners with essential tools and methodologies. It covers theoretical foundations and practical applications, making it a valuable resource for analysts and traders in the FX market.
3rd Edition
David F. DeRosa · 2011 · John Wiley & Sons
Comprehensive treatment of FX options markets covering vanilla and exotic structures, pricing models, and hedging strategies.
an introduction to direct access trading strategies
Barry Johnson · 2010 · Risk Books
This comprehensive guide delves into direct access trading strategies, focusing on algorithmic trading and its implications for market microstructure. It equips traders and analysts with the necessary mathematical models and practical insights to navigate the complexities of modern trading environments.
Ruey S. Tsay · 2010 · John Wiley & Sons
This comprehensive text delves into the analysis of financial time series, integrating econometric techniques with risk management principles. It serves as a crucial resource for analysts and risk managers looking to enhance their understanding of time-series data in financial contexts.
Principles and Approaches
Iain J. Clark · 2010 · John Wiley & Sons
This book provides advanced insights into FX options pricing and models, equipping practitioners with the necessary tools to navigate the complexities of foreign exchange derivatives. It covers various pricing principles and approaches essential for effective risk management in FX markets.
Umberto Cherubini · 2010 · John Wiley & Sons
This book provides a comprehensive overview of Fourier transform methods and their applications in finance, particularly in pricing derivatives and fixed income instruments. It combines theoretical insights with practical implementations, making it a valuable resource for finance professionals and researchers.
a practical guide to algorithmic strategies and trading system
Irene Aldridge · 2010 · John Wiley & Sons
This comprehensive guide explores high-frequency trading strategies and the underlying algorithmic systems that drive them. It provides practitioners with insights into market microstructure, execution techniques, and risk management practices essential for navigating the fast-paced trading environment.
rising through the wreckage on Wall Street
Michael Lewis · 2010 · W. W. Norton
Liar's Poker offers a vivid portrayal of the high-stakes culture of Wall Street during the Salomon Brothers era, blending personal narrative with insights into the financial markets. Michael Lewis captures the intensity of trading and the personalities that shaped the industry.
pricing and volatility strategies and techniques
Euan Sinclair · 2010 · John Wiley & Sons
This book provides a comprehensive overview of option trading strategies, focusing on pricing and volatility techniques. It is designed for practitioners looking to enhance their understanding of options and their mathematical underpinnings in the context of financial markets.
building capacity and sustainability
Steven M. Bragg · 2010 · John Wiley & Sons
This comprehensive guide serves as a hands-on reference for treasury operations, focusing on building capacity and sustainability within organizations. It addresses key aspects of treasury management, including cash flow, liquidity, and funding strategies.
Carol Alexander · 2009 · John Wiley & Sons
This comprehensive volume by Carol Alexander delves into market risk analysis, focusing on Value at Risk (VaR) models. It provides practitioners with essential insights into risk measurement and management, making it a vital resource for analysts and risk managers in financial institutions.
Paul Wilmott · 2007 · John Wiley & Sons
This comprehensive introduction to quantitative finance by Paul Wilmott covers essential mathematical models and their applications in finance, including options and derivatives. It serves as a critical resource for professionals seeking to deepen their understanding of quantitative methods in financial markets.
Espen Gaarder Haug · 2007 · McGraw-Hill
This comprehensive guide provides a detailed exploration of option pricing formulas, essential for analysts and traders in the derivatives market. It covers mathematical models and software applications that aid in pricing options effectively, making it a valuable resource for finance professionals.
the new benchmark for managing financial risk
Philippe Jorion · 2007 · McGraw-Hill
This comprehensive text by Philippe Jorion presents Value at Risk (VaR) as a pivotal tool for managing financial risk. It covers theoretical foundations, practical applications, and the implications of VaR in various financial contexts, making it essential for risk managers and analysts alike.
Tim Weithers · 2006 · John Wiley & Sons
This book provides a comprehensive overview of the FX markets, focusing on practical applications and insights for practitioners. It covers key concepts, market dynamics, and risk management strategies essential for navigating the complexities of foreign exchange trading.
Paul Wilmott · 2006 · John Wiley & Sons
Paul Wilmott on Quantitative Finance provides a comprehensive overview of the mathematical models and techniques used in finance, particularly in derivatives pricing and risk management. This extensive work is essential for practitioners looking to deepen their understanding of quantitative methods in financial markets.
Richard K. Lyons · 2006 · MIT Press
This landmark reference on FX microstructure provides a comprehensive analysis of how exchange rates are determined and the role of market participants. It is essential for understanding the intricacies of foreign exchange markets and their impact on global finance.
A Practitioner's Guide (Wiley Finance)
Jim Gatheral · 2006 · John Wiley & Sons
The Volatility Surface provides an in-depth exploration of the mathematical models and practical applications of volatility in derivatives trading. Authored by Jim Gatheral, this guide is essential for practitioners seeking to understand the complexities of pricing and managing options in financial markets.
2nd Edition
Riccardo Rebonato · 2004 · John Wiley & Sons
This book provides an advanced treatment of volatility modeling, smile dynamics, and correlation structures essential for derivatives pricing and hedging. It is a critical resource for finance professionals seeking to deepen their understanding of these complex topics.
Ian H. Giddy · 2003 · John Wiley & Sons
This book provides a comprehensive framework for corporate hedging and treasury risk management, focusing on strategies to mitigate financial risks faced by corporations. It is essential for professionals involved in treasury operations and risk management.
Pricing, Measurement, and Management (Princeton Series in Finance)
Darrell Duffie · 2003 · Princeton University Press
This comprehensive text by Darrell Duffie delves into the intricacies of credit risk, covering pricing, measurement, and management strategies essential for financial professionals. It serves as a critical resource for understanding the complexities of credit markets and risk assessment methodologies.
market microstructure for practitioners
Larry Harris · 2003 · Oxford University Press
This comprehensive guide delves into the intricacies of market microstructure, providing practitioners with essential insights into trading mechanisms, liquidity, and the behaviour of market participants. It equips traders and analysts with the tools to navigate and optimise trading strategies in complex financial environments.
Lucio Sarno · Mark P. Taylor · 2002 · Cambridge University Press
This book provides a comprehensive analysis of the economics of exchange rates, focusing on the theoretical and empirical aspects of foreign exchange markets. It covers key topics such as monetary policy implications, the role of political economy, and the econometric techniques used in the field.
in the light of a critical-historical analysis of the problems and of a synthesis of the results
Alexander Lipton · 2001 · World Scientific
This comprehensive work presents an advanced mathematical framework for pricing FX derivatives, focusing on stochastic models, partial differential equations (PDEs), and exotic option valuation. It is essential for practitioners seeking to deepen their understanding of financial engineering in foreign exchange markets.
The Rise and Fall of Long-Term Capital Management
Roger Lowenstein · 2001 · Random House
This book provides a detailed account of the rise and fall of Long-Term Capital Management, a hedge fund that epitomised the risks of financial innovation and leverage. It explores the implications of its collapse on risk management and portfolio strategies, offering insights relevant to finance professionals navigating complex market dynamics.
2nd Edition
Satyajit Das · 2001 · John Wiley & Sons
Comprehensive coverage of structured product categories including principal-protected notes, yield enhancement structures, and hybrid securities.
Israel Nelken · 2000 · McGraw-Hill
Technical reference for pricing, hedging, and trading exotic option types including barriers, digitals, and compound structures.
Models, Instruments and Strategies
Jurgen Hakala · Uwe Wystup · 1999 · Risk Books
This book provides a comprehensive overview of foreign exchange risk, exploring various models, instruments, and strategies to manage it effectively. It is designed for professionals seeking to deepen their understanding of FX risk management and quantitative approaches.
Maureen O'Hara · 1998 · John Wiley & Sons
Foundational microstructure theory.
managing vanilla and exotic options
Nassim Nicholas Taleb · 1997 · John Wiley & Sons
Dynamic Hedging offers a comprehensive approach to managing both vanilla and exotic options, emphasising the importance of risk assessment in derivatives trading. The book provides practical insights and strategies for traders and analysts in navigating complex financial instruments.
for Insurance and Finance
Paul Embrechts et al. · 1997 · Springer
This foundational text provides a comprehensive mathematical treatment of extreme value theory and its applications in finance and insurance, focusing on tail risk modeling. It is essential for professionals dealing with risk assessment and quantitative finance.
the remarkable story of risk
Peter L. Bernstein · 1996 · John Wiley & Sons
Against the Gods explores the evolution of risk management and decision-making through history, illustrating how our understanding of risk has shaped human progress. Peter L. Bernstein delves into the mathematics and philosophy behind risk, making it relevant for practitioners and scholars alike.
an introduction to derivative pricing
Martin Baxter · 1996 · Cambridge University Press
Financial Calculus offers a rigorous introduction to the mathematical foundations of derivative pricing, essential for analysts, traders, and students navigating the complexities of financial derivatives.