Catalogue · risk · Classics

Options, Futures, and Other Derivatives

Global edition

John C. Hull · 2021 · Pearson

The standard graduate-level derivatives text.

• Derivatives
• Risk management
• Quantitative finance

Risk Management and Financial Institutions

John C. Hull · 2015 · John Wiley & Sons

Institutional risk management alongside derivatives literacy.

• Risk management
• Derivatives

Financial Risk Manager Handbook

Philippe Jorion · 2010 · John Wiley & Sons

FRM-oriented risk management compendium.

• Risk management

Value at Risk: The New Benchmark for Managing Financial Risk

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.

• Risk management
• Quantitative finance

Value at Risk

Philippe Jorion · 2006 · McGraw-Hill

Industry-standard VaR reference.

• Risk management
• Quantitative finance

Credit Risk Modeling

David Lando · 2004 · Princeton University Press

Theoretical and applied credit risk.

• Credit
• Risk management
• Quantitative finance

Corporate Financial Risk Management

Ian H. Giddy · 2003 · John Wiley & Sons

Corporate hedging and treasury risk framing.

• Treasury
• Risk management
• FX

Modelling Measuring and Hedging Operational Risk

Marcelo G. Cruz · 2002 · John Wiley & Sons

Practitioner guide to operational risk loss distributions, capital allocation, and hedging frameworks.

• Risk management
• Quantitative methods

When Genius Failed

Roger Lowenstein · 2001 · Random House

LTCM and the limits of models.

• Risk management
• Market memoirs
• Derivatives

Operational Risk: Measurement and Modelling

Jack L. King · 2001 · John Wiley & Sons

Foundational Wiley text on measuring and modelling operational risk with Delta-EVT and Bayesian network causal models, providing practical insights for risk management.

• Risk management
• Regulation & compliance

Against the Gods

The Remarkable Story of Risk

Peter L. Bernstein · 1998 · John Wiley & Sons

History of risk ideas for finance readers.

• Risk management
• Market memoirs

Dynamic Hedging

Nassim Nicholas Taleb · 1997 · John Wiley & Sons

Options trading and hedging from a practitioner’s perspective.

• Derivatives
• Risk management