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.
20 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.
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.
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.
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.
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.
Damiano Brigo · Fabio Mercurio · 2006 · Springer
Advanced interest-rate modelling for quants.
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.
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.
Rebonato Riccardo · 1998 · MIT Press
This comprehensive text provides a detailed exploration of derivative pricing and hedging strategies, focusing on quantitative finance methodologies. It serves as a foundational resource for practitioners seeking to understand the complexities of derivatives in financial markets.
Nassim Nicholas Taleb · 1997 · John Wiley & Sons
Options trading and hedging from a practitioner’s perspective.
Martin Baxter · Andrew Rennie · 1996 · Cambridge University Press
Martingale approach to derivative pricing.
A Student Introduction
Paul Wilmott et al. · 1995 · Cambridge University Press
Cambridge undergraduate-style path from binomial trees through Black–Scholes PDEs, hedging arguments, and basic numerical ideas—tighter and more applied than a pure analysis text, ideal as a mathematical spine behind introductory derivatives courses.
Trading and Risk Analysis for the Financial and Commodity Option Markets
Allen Jan Baird · 1992 · John Wiley & Sons
Floor-era option market-making primer: how professional liquidity providers thought about inventory, bid–ask, and spread risk before electronic and HFT dominance—valuable for microstructure intuition, not a handbook for today’s electronic vol markets.
Mark B. Garman · Steven W. Kohlhagen · 1983 · Financial Analysts Journal
The Garman-Kohlhagen Model for Foreign Currency Options presents a comprehensive framework for valuing currency options, integrating essential quantitative finance techniques. This text is particularly relevant for practitioners involved in FX trading and derivatives analysis.