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
Andreas Mueller · 2016 · O Reilly
Advanced Python for Data Science provides a comprehensive guide for practitioners looking to leverage Python in quantitative finance and data analysis. The book covers advanced techniques and libraries essential for data manipulation, statistical analysis, and machine learning applications in finance.
Christian Bluhm et al. · 2016 · Chapman And Hall
This comprehensive text provides a detailed exploration of credit risk modelling, focusing on the quantitative methods and techniques used in the assessment and management of credit risk. It is particularly relevant for professionals involved in derivatives and credit markets.
Emanuel Derman · Michael B. Miller · 2016 · John Wiley & Sons
The Volatility Smile delves into the intricacies of option pricing and the phenomena of volatility smiles in derivatives markets. It offers quantitative insights essential for traders and quants navigating complex financial instruments.
Alan S. Blinder · Mark Zandi · 2015 · W W Norton
This book examines the failures of the financial system that led to the 2008 crisis and proposes actionable reforms. It addresses key areas of risk management and policy adjustments necessary for future stability.
Cartea et al. · 2015 · MIT Press
This comprehensive overview of algorithmic and high-frequency trading delves into market microstructure and the quantitative methods that underpin these trading strategies. It is designed for practitioners seeking to understand the intricacies of derivatives and the technological frameworks that support high-speed trading operations.
Martin Fridson · Fernando Vogel · 2015 · John Wiley & Sons
High Yield Bonds: Valuation and Strategy provides a comprehensive examination of the valuation techniques and strategic considerations involved in investing in high yield bonds. The authors, Martin Fridson and Fernando Vogel, explore credit analysis, market dynamics, and investment strategies tailored for traders, analysts, and investors in the fixed income space.
3rd Edition
Jon Gregory · 2015 · John Wiley & Sons
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital offers a comprehensive exploration of counterparty credit risk and its associated financial adjustments. This third edition provides practical insights into the latest regulatory frameworks and market practices, focusing on critical xVA terms such as CVA, DVA, and FVA.
Updated Edition
Sheldon Natenberg · 2015 · McGraw-Hill
Sheldon Natenberg's 'Option Volatility and Pricing' is an essential resource for practitioners in the fields of FX and derivatives trading. This updated edition provides advanced trading strategies and risk management techniques crucial for navigating the complexities of option markets.
Michael Lewis · 2015 · W. W. Norton
Market structure and HFT in narrative form.
Giles Jewitt · 2015 · John Wiley & Sons
A teaching-first tour of FX options and related derivatives: vocabulary, intuition, and workbook-style drills rather than a cutting-edge vol-surface engineering manual. Best for learners building confidence; experienced FX vol desks should treat it as revision or training material, not a primary reference.
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.
Michael Cohen · 2015 · John Wiley & Sons
Options Trading: A Crash Course provides an accessible yet thorough introduction to the world of options trading. Covering essential strategies and concepts, this book is aimed at traders and analysts looking to enhance their understanding of derivatives and equities.
John C. Hull · 2015 · John Wiley & Sons
Institutional risk management alongside derivatives literacy.
Xiaoye Sun · Chen Xiaohong · 2015 · John Wiley & Sons
This comprehensive guide provides insights into investing in China's dynamic market, focusing on equities and emerging market strategies. It equips analysts, investors, and fund managers with the knowledge needed to navigate the complexities of China's economic landscape.
Revised Edition
Alexander J. McNeil et al. · 2015 · Princeton University Press
This revised edition of 'Quantitative Risk Management' offers an extensive exploration of theoretical concepts and modelling techniques essential for effective risk management. It addresses market, credit, and operational risk, providing practical tools for analysts and risk managers to tackle real-world challenges.
Kenneth D. Campbell · 2015 · John Wiley & Sons
This comprehensive text delves into the Dodd-Frank Act's impact on derivatives regulation, providing a thorough examination of the concepts and codes that shape the current regulatory landscape. It is particularly relevant for traders, compliance professionals, and legal experts navigating this complex framework.
Budish et al. · 2015 · University Of Chicago Press
This book provides a comprehensive analysis of the design and functioning of futures markets, focusing on market microstructure and the technological frameworks that underpin these systems. It is particularly relevant for traders, researchers, and exchange operators seeking to understand the complexities of futures trading.
Chaboud et al. · 2014 · Federal Reserve
This book provides an in-depth analysis of high-frequency trading (HFT) in the foreign exchange (FX) market, utilising extensive EU high-frequency data. It examines the implications of HFT on market microstructure, offering insights relevant to traders and technologists alike.
Valerie Yalta · 2014 · John Wiley & Sons
This comprehensive guide focuses on the intricacies of trading and managing currency risk in emerging markets. It provides practical insights and methodologies tailored for traders and fund managers navigating these dynamic environments.
Jeff Jerrett · 2014 · John Wiley & Sons
In 'The Commodity Price Roller Coaster', Jeff Jerrett provides traders and analysts with insights into the volatile nature of commodity prices and strategies to navigate this landscape. The book covers various commodities, market dynamics, and the implications of macroeconomic factors on pricing.
Jonathan Stern · 2014 · Oxford University Press
LNG Markets: A Comprehensive Guide provides an in-depth exploration of the liquefied natural gas (LNG) sector, focusing on market dynamics, pricing mechanisms, and the regulatory landscape. This resource is essential for traders, analysts, and investors seeking to understand the complexities of LNG as a commodity within the energy market.
Irene Aldridge · 2013 · John Wiley & Sons
This comprehensive guide delves into high-frequency trading (HFT), offering insights into algorithmic strategies and systems essential for navigating today's dynamic markets. It covers portfolio management techniques, technological advancements, and risk management strategies tailored for traders and quants alike.
Funding and Capital Valuation Adjustments: A Continuing Challenge for Global Financial Markets
Damiano Brigo et al. · 2013 · John Wiley & Sons
This comprehensive volume addresses the complexities of funding and capital valuation adjustments (xVA) in the context of credit derivatives. It serves as a critical resource for professionals navigating the challenges of valuation in global financial markets.
Anat R. Admati · Martin Hellwig · 2013 · John Wiley & Sons
This comprehensive tutorial on Basel III provides an in-depth examination of the regulatory framework designed to enhance the stability of the banking sector. It covers key reforms aimed at improving risk management and compliance in financial institutions.
Basel Committee Banking Supervision · 2013 · Bcbs
Liquidity Management: A Funding Risk Handbook provides essential insights into the management of liquidity risk within banking institutions. It covers regulatory frameworks, funding strategies, and risk management techniques critical for treasurers and risk managers.
Alan S. Blinder · 2013 · John Wiley & Sons
In 'Monetary Policy and Currency Wars', Alan S. Blinder provides a comprehensive analysis of the interplay between monetary policy and currency fluctuations. This book is essential for understanding the implications of central bank actions on foreign exchange markets and global economic stability.
Gareth James et al. · 2013 · Springer
An Introduction to Statistical Learning offers a comprehensive overview of statistical learning techniques, essential for analysing complex data sets in various fields including finance. The book covers key topics such as linear regression, classification, and tree-based methods, with practical applications demonstrated using R.
Paul Laux · 2013 · Risk Books
Deposit Franchises and Retail Banking provides an in-depth exploration of the mechanisms and strategies behind deposit franchises within the retail banking sector. The book addresses critical aspects of treasury and funding, making it essential for finance executives and bank leaders.
Glenn Anderson · William Remeza · 2013 · Risk Books
This comprehensive guide delves into effective funding strategies for managing liquidity, tailored for treasury and risk management professionals. It covers key methodologies and frameworks essential for CFOs, treasurers, and bank executives in navigating liquidity challenges.
BPP Learning Media · 2013 · BPP Learning Media
Practical hedge accounting primer.
Irene Aldridge · 2013 · John Wiley & Sons
HFT strategies and infrastructure overview.
Richard Sheedy · 2013 · John Wiley & Sons
This comprehensive guide delves into corporate treasury and cash management, tailored for CFOs and treasurers. It covers essential aspects of treasury operations, risk management, and funding strategies, providing practical insights for financial executives.
Structuring and Investing in Sukuk
Khaled Wilson · Rafiqul Islam · 2013 · John Wiley & Sons
This comprehensive guide delves into the intricacies of issuing and investing in Sukuk, the Islamic equivalent of bonds. It covers essential structures, regulatory frameworks, and investment strategies pertinent to fixed income and Islamic finance.
Alan S. Blinder · 2013 · Center On Budget
This work by Alan S. Blinder provides a comprehensive analysis of quantitative easing (QE) and its implications for central banking in the aftermath of the financial crisis. It delves into the mechanisms of QE, its effectiveness, and the broader economic policies that have emerged in response to the crisis.
Philip Bennett · 2013 · Butterworth Heinemann
This comprehensive guide explores the mechanics and applications of currency forwards and options, essential tools in the FX derivatives market. Designed for treasurers and corporate finance professionals, it delves into practical strategies for managing currency risk through these instruments.