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.
15 titles match these filters
Michel Crouhy et al. · 2006 · John Wiley & Sons
This comprehensive guide addresses the intricacies of managing market and credit risk within treasury operations. It provides practical insights and methodologies essential for treasurers and risk managers navigating complex financial landscapes.
Philippe Jorion · 2006 · McGraw-Hill
Industry-standard VaR reference.
Nier & Baumann · 2006 · Imf
This work presents a mechanism-based approach to understanding systemic risk within financial systems. It provides insights into how interconnectedness and feedback loops can amplify risks, making it essential for risk managers and policymakers.
Yoshitaka Yamai · Hiroshi Yoshiba · 2005 · Boj
This concise volume explores the concept of expected shortfall as a key performance measure in risk management. It provides practitioners with quantitative insights into assessing risk exposure and performance evaluation.
David Lando · 2004 · Princeton University Press
Theoretical and applied credit risk.
Donald Kaufman · Michael Scott · 2003 · John Wiley & Sons
Financial Contagion explores the mechanisms and implications of risk transmission across financial markets during crises. The authors, Donald Kaufman and Michael Scott, provide insights into market dynamics and the role of risk management in mitigating the effects of contagion.
Ian H. Giddy · 2003 · John Wiley & Sons
Corporate hedging and treasury risk framing.
Uwe Wystup · Jürgen Hakala · 2002 · Risk Books
This comprehensive text delves into the intricacies of foreign exchange risk, exploring various models, instruments, and strategies essential for effective risk management. It is particularly relevant for professionals engaged in FX trading and analysis, providing a robust framework for understanding and mitigating currency risk.
Roger Lowenstein · 2001 · Random House
LTCM and the limits of models.
2nd Edition
Satyajit Das · 2001 · John Wiley & Sons
Structured Products and Hybrid Securities provides an in-depth examination of complex financial instruments, focusing on their structure, valuation, and risk management. This edition covers various derivatives and fixed income products, making it essential for professionals involved in trading and portfolio management.
Roger Lowenstein · 2000 · Random House
When Genius Failed chronicles the dramatic rise and fall of Long-Term Capital Management, a hedge fund that epitomised the excesses of the 1990s. This account provides insights into risk management practices and the systemic failures that led to one of the most significant financial crises of the era.
Michel Crouhy et al. · 2000 · John Wiley & Sons
This comprehensive volume on credit risk modeling provides an in-depth exploration of both theoretical frameworks and practical applications. It covers essential methodologies for assessing credit risk, making it a crucial resource for practitioners in risk management and quantitative analysis.
The Remarkable Story of Risk
Peter L. Bernstein · 1998 · John Wiley & Sons
History of risk ideas for finance readers.
Nassim Nicholas Taleb · 1997 · John Wiley & Sons
Options trading and hedging from a practitioner’s perspective.
Paul Embrechts et al. · 1997 · Springer
This comprehensive text delves into the modelling of extremal events, focusing on their implications for both insurance and finance. It integrates theoretical foundations with practical applications, making it a vital resource for professionals in risk management and quantitative finance.