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.
John C. Hull · 2018 · Pearson
This comprehensive text by John C. Hull covers a wide range of derivative instruments, including options and futures, with a focus on their pricing and risk management. It is essential for professionals seeking to deepen their understanding of derivatives in financial markets.
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.
Pricing, Measurement, and Management (Princeton Series in Finance)
Darrell Duffie · 2003 · Princeton University Press
This comprehensive text by Darrell Duffie delves into the intricacies of credit risk, covering pricing, measurement, and management strategies essential for financial professionals. It serves as a critical resource for understanding the complexities of credit markets and risk assessment methodologies.
market microstructure for practitioners
Larry Harris · 2003 · Oxford University Press
This comprehensive guide delves into the intricacies of market microstructure, providing practitioners with essential insights into trading mechanisms, liquidity, and the behaviour of market participants. It equips traders and analysts with the tools to navigate and optimise trading strategies in complex financial environments.
The Rise and Fall of Long-Term Capital Management
Roger Lowenstein · 2001 · Random House
This book provides a detailed account of the rise and fall of Long-Term Capital Management, a hedge fund that epitomised the risks of financial innovation and leverage. It explores the implications of its collapse on risk management and portfolio strategies, offering insights relevant to finance professionals navigating complex market dynamics.
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.