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
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.
Global edition
John C. Hull · 2021 · Pearson
The standard graduate-level derivatives text.
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.
Michael Lewis · 2015 · W. W. Norton
Market structure and HFT in narrative form.
Cheol S. Eun · Bruce G. Resnick · 2015 · McGraw-Hill
Textbook bridge between finance theory and global practice.
Arthur I. Stonehill et al. · 2015 · Pearson
Classic multinational finance and FX exposure framing.
John C. Hull · 2015 · John Wiley & Sons
Institutional risk management alongside derivatives literacy.
Robert L. McDonald · 2012 · Pearson
Rigorous alternative framing to core derivatives curricula.
Barry Johnson · 2010 · John Wiley & Sons
Execution, algorithms, and market access mechanics.
Philippe Jorion · 2010 · John Wiley & Sons
FRM-oriented risk management compendium.
Iain J. Clark · 2010 · John Wiley & Sons
Advanced FX options pricing and models.
Antonio Castagna · 2010 · John Wiley & Sons
FX options pricing and volatility surface practice.
Steven M. Bragg · 2010 · John Wiley & Sons
Hands-on treasury operations reference.
Dominic O'Kane · 2008 · John Wiley & Sons
Institutional quant reference on single-name CDS, indices, tranches, and portfolio credit—written from a pre-crisis dealer desk vantage that still shapes how correlation and skew are discussed, even where post-2008 conventions and liquidity have moved on.
Paul Wilmott · 2007 · John Wiley & Sons
Accessible quant entry across instruments and models.
Philippe Jorion · 2007 · McGraw-Hill
Philippe Jorion's 'Value at Risk' provides a comprehensive framework for understanding and implementing Value at Risk (VaR) as a pivotal tool in financial risk management. The book delves into quantitative methods and their application in various financial contexts, making it essential for professionals in trading and risk management.
Tim Weithers · 2006 · John Wiley & Sons
Practitioner-oriented FX markets overview.
Damiano Brigo · Fabio Mercurio · 2006 · Springer
Advanced interest-rate modelling for quants.
Benjamin Graham · 2006 · Collins Business
The Intelligent Investor is a foundational text on value investing, authored by Benjamin Graham. This comprehensive guide covers essential principles of stock market investing, focusing on the importance of a disciplined approach to selecting undervalued equities.
Richard K. Lyons · 2006 · MIT Press
Landmark FX microstructure reference.
Philippe Jorion · 2006 · McGraw-Hill
Industry-standard VaR reference.
Jim Gatheral · 2006 · John Wiley & Sons
This comprehensive guide delves into the intricacies of the volatility surface, a critical concept in derivatives pricing and risk management. It offers practitioners insights into the mathematical models and quantitative methods used to understand and navigate market behaviours.
Frank J. Fabozzi · 2005 · McGraw-Hill
Comprehensive practitioner reference across bond markets.
David Lando · 2004 · Princeton University Press
Theoretical and applied credit risk.
Ian H. Giddy · 2003 · John Wiley & Sons
Corporate hedging and treasury risk framing.
Lucio Sarno · Mark P. Taylor · 2003 · Cambridge University Press
Academic foundations of exchange rate behaviour.
Burton Malkiel · 2003 · Random House
In 'Predicting Stock Price Movements Using Only Price', Burton Malkiel explores the dynamics of stock price movements through historical price data. This introductory text is aimed at students and investors seeking to understand the fundamental principles behind price prediction in equity markets.
Maureen O'Hara · 2002 · MIT Press
A Primer on Market Microstructure by Maureen O'Hara provides an essential introduction to the intricacies of market microstructure, focusing on the mechanisms that underpin trading and price formation. This text is particularly relevant for traders, analysts, and researchers seeking to understand the operational dynamics of financial markets.
Owen F. Harris · 2002 · MIT Press
A Primer on Market Microstructure provides an accessible introduction to the essential concepts and mechanisms that underpin trading environments. It focuses on the behaviour of market participants and the impact of their actions on price formation and liquidity.
Market microstructure for practitioners
Larry Harris · 2002 · Oxford University Press
Institutional view of trading mechanics and market design.
Janet M. Tavakoli · 2001 · John Wiley & Sons
This comprehensive guide explores the intricate world of credit derivatives, detailing the various instruments and their applications in financial markets. It serves as an essential resource for traders, analysts, and structurers seeking to deepen their understanding of credit risk management.
Roger Lowenstein · 2001 · Random House
LTCM and the limits of models.
Jean-Pierre Fouque et al. · 2000 · Chapman And Hall
Stochastic Volatility Modeling provides a comprehensive framework for understanding and applying stochastic volatility models in quantitative finance. The book covers essential mathematical tools and methodologies for pricing derivatives and managing risk in financial markets.
Michel Crouhy et al. · 2000 · John Wiley & Sons
This comprehensive volume on credit risk modeling provides an in-depth exploration of both theoretical frameworks and practical applications. It covers essential methodologies for assessing credit risk, making it a crucial resource for practitioners in risk management and quantitative analysis.