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.
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.
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.
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.