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.
36 titles match these filters
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.
Eighth Edition
Frank Fabozzi · 2016 · McGraw-Hill
The Handbook of Fixed Income Securities provides a comprehensive examination of fixed income instruments, interest rate dynamics, and credit risk management. Authored by Frank Fabozzi, this extensive volume serves as a critical resource for finance professionals engaged in fixed income trading, analysis, and portfolio management.
Darrell Duffie · 2012 · Princeton University Press
What Bond Managers Need to Know serves as a comprehensive guide for understanding market valuation and risk in fixed income investments. Authored by Darrell Duffie, this text is aimed at risk and portfolio managers seeking to enhance their expertise in interest rate dynamics and bond market operations.
Damiano Brigo · Fabio Mercurio · 2006 · Springer
This comprehensive text on interest rate models delves into both theoretical frameworks and practical applications, making it essential for practitioners in quantitative finance. Covering a wide range of derivatives and quantitative techniques, it serves as a vital resource for traders and quants focused on interest rate instruments.
Bruce Tuckman · Angel Serrat · 2022 · John Wiley & Sons
Modern fixed income analytics and curve thinking.
A Practical Guide to Swaps
J. Hamish M. Darbyshire · 2022 · Aitch & Dee
A swaps trader’s bridge from curve building to book management: plain-vanilla and cross-currency IR swaps, risk, funding/CSA colour, and the distance between classroom models and how desks actually work. Third-edition material includes practical Python illustrations alongside the narrative.
Scripting for Derivatives and xVA
Antoine Savine · Jesper Andreasen · 2021 · John Wiley & Sons
Second volume: building professional derivative scripting systems—cash-flow representation, branching, American Monte Carlo hooks, and how scripting supports xVA-style portfolio interrogation. Written for quant devs and library architects who must ship maintainable payoff DSLs.
Global edition
John C. Hull · 2021 · Pearson
The standard graduate-level derivatives text.
Michael Gorelick · Iman Ozsvald · 2019 · O Reilly
This comprehensive volume delves into high-performance computing (HPC) systems and their applications, particularly in quantitative finance and technology. It covers modern architectures, programming models, and performance optimization techniques essential for practitioners in the field.
Manish Yarats · David Mann · 2019 · Springer
Machine Learning for Trading provides practitioners with a comprehensive guide to applying machine learning techniques in financial trading. The book covers essential quantitative finance concepts and the integration of technology to enhance trading strategies.
Gregory Zuckerman · 2019 · Random House
Renaissance and quantitative investing narrative.
Finn Kuzmiak · 2019 · John Wiley & Sons
This guide provides a comprehensive overview of green bond issuance and management, focusing on regulatory frameworks and market practices. It is designed for finance professionals seeking to understand the intricacies of fixed income instruments aimed at funding environmentally sustainable projects.
Chartered-Financial-Analyst · 2019 · Cfa Institute
Equity Mechanics provides an in-depth exploration of the operational and technical aspects of equity trading. It addresses the intricacies of equity instruments, focusing on the processes involved in trading, settlement, and the roles of various market participants.
Dylan Toscano · 2018 · John Wiley & Sons
This book provides an in-depth exploration of quantitative finance through an object-oriented programming lens using Python. It covers essential topics such as derivatives and quantitative methods, making it suitable for practitioners in finance and technology.
Bender et al. · 2018 · Research Affiliates
This comprehensive review examines equity market anomalies through the lens of behavioural finance, presenting alternative explanations and strategies. It is tailored for practitioners seeking to understand the nuances of market behaviour and its implications for equity investment.
Richard S. Sutton · Andrew G. Barto · 2018 · MIT Press
This comprehensive text on reinforcement learning provides an in-depth exploration of key algorithms and concepts within the field, focusing on both theoretical foundations and practical applications. It covers a range of topics, including online learning algorithms, function approximation, and the intersection of reinforcement learning with psychology and neuroscience.
Alan Greenspan · Adrian Wooldridge · 2018 · John Wiley & Sons
Capitalism in America: A History offers a comprehensive exploration of the evolution of American capitalism, examining its historical roots, key policies, and macroeconomic impacts. Authored by Alan Greenspan and Adrian Wooldridge, this work is essential for understanding the interplay between economic systems and societal changes.
Lipton & Sepp · 2018 · World Scientific
This comprehensive text delves into the intricacies of modern derivatives pricing and the analysis of credit exposure. It is tailored for professionals in risk management and quantitative finance, providing a robust framework for understanding the valuation of derivatives in the context of credit risk.
Yves Hilpisch · 2018 · John Wiley & Sons
This comprehensive guide to Python for finance equips analysts and technologists with the skills needed to harness data-driven techniques in financial contexts. Covering a range of topics from Monte Carlo simulations to portfolio optimisation, the book provides practical examples and frameworks essential for modern quantitative finance.
AAD and Parallel Simulations
Antoine Savine · Leif B. G. Andersen · 2018 · John Wiley & Sons
Institutional quant text on algorithmic adjoint differentiation (AAD), parallel Monte Carlo, and implementation-minded pricing/risk—written by practitioners who shipped large bank systems. Pairs naturally with scripting and xVA volumes for a full modern computational stack.
Mike Casey · 2018 · John Wiley & Sons
This introductory text provides a comprehensive overview of the bond markets, focusing on fixed income instruments and interest rate dynamics. It serves as a foundational resource for analysts and students seeking to understand the complexities of bond trading and investment strategies.
Shani Shamah · 2018 · John Wiley & Sons
FX Essentials provides a comprehensive introduction to the fundamental concepts of foreign exchange markets, including spot transactions, forwards, swaps, and non-deliverable forwards. It is designed for professionals seeking to understand the mechanics and applications of FX instruments within treasury operations.
Kevin Mandia · 2018 · John Wiley & Sons
This comprehensive guide addresses the critical intersection of cybersecurity and financial services, offering frameworks and best practices essential for risk managers and technology professionals. It outlines strategies to mitigate risks associated with cyber threats in the financial sector.
Paul Houweling · 2018 · Nomura
This comprehensive overview of the repo and reverse repo markets provides insights into their mechanisms, significance, and operational frameworks. It is particularly relevant for professionals involved in treasury management and fixed income funding.
John C. Hull · 2018 · John Wiley & Sons
John C. Hull's 'Introduction to Derivatives' is a comprehensive resource for understanding derivatives in the context of quantitative finance. This intermediate-level text covers a wide array of derivative instruments, including options, futures, and swaps, while emphasising the mathematical models and risk management techniques used in their valuation and trading.
Owen F. Harris · Hon-Ho Kwang · 2017 · John Wiley & Sons
This comprehensive text delves into the foreign exchange market, covering both theoretical frameworks and practical applications. It addresses key concepts in market microstructure, making it essential for traders and analysts seeking to enhance their understanding of FX dynamics.
3rd Edition
Geert Bekaert · Robert J. Hodrick · 2017 · Cambridge University Press
This comprehensive text delves into the complexities of international financial management, focusing on foreign exchange (FX) markets, treasury operations, and risk management strategies. It is designed for intermediate readers, including treasurers, analysts, and students seeking to understand the global financial landscape.
Basel Committee Banking Supervision · 2017 · Bcbs
This comprehensive text outlines the Basel III framework, focusing on capital adequacy and the calculation of risk-weighted assets. It serves as a crucial resource for risk managers and compliance professionals navigating regulatory requirements in the banking sector.
Financial Stability Board · 2017 · Fsb
This publication from the Financial Stability Board explores the evolving landscape of collateral management within the context of central clearing. It focuses on regulatory developments and their implications for risk management practices in derivatives markets.
2nd Edition
Uwe Wystup · 2017 · John Wiley & Sons
FX Options and Structured Products, Second Edition, by Uwe Wystup, provides an advanced exploration of non-vanilla FX options strategies and structured products. This comprehensive resource is designed for traders, analysts, and risk managers seeking to deepen their understanding of the FX derivatives market through practical case studies and exercises.
How I Cracked the Stock Market
Edward Thorp · 2017 · John Wiley & Sons
In 'A Man for All Markets', Edward Thorp recounts his journey from the gaming tables of Las Vegas to the trading floors of Wall Street, sharing insights into quantitative finance and market strategies. This memoir offers a unique perspective on the development of investment techniques that have shaped modern trading.
Michael Eling · Nadine Schnell · 2016 · John Wiley & Sons
This book addresses the evolving landscape of cyber risk and its implications for the insurance industry. It explores the challenges faced by insurers in underwriting cyber risks and the development of appropriate insurance products.
Ian Goodfellow et al. · 2016 · MIT Press
Deep Learning provides a comprehensive introduction to the field of deep learning, covering essential mathematical concepts, techniques employed in industry, and research perspectives. It addresses various applications, including natural language processing and computer vision, making it a vital resource for analysts in quantitative finance and technology.
Thomas Philippon · 2016 · Nyu Stern
This book explores the transformative impact of financial technology on traditional banking systems and the broader financial landscape. It delves into the mechanisms of disintermediation and the implications for investors, policymakers, and technologists.
G. Dickson & Sarpong · 2016 · John Wiley & Sons
This book provides a comprehensive examination of Takaful insurance, exploring both the challenges and opportunities within the framework of Islamic finance. It addresses the principles of Takaful, its operational mechanisms, and its relevance in the global insurance market.
Arvind Narayanan et al. · 2016 · Arvatech
This comprehensive overview of cryptocurrencies and blockchain technology explores their implications for finance and beyond. It addresses the technological foundations, economic principles, and future prospects of these emerging assets, making it essential for traders, investors, and policymakers alike.