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.
31 titles match these filters
Anthony Saunders · Linda Allen · 2010 · John Wiley & Sons
Third-edition survey of credit risk measurement spanning structural and reduced-form models and crisis-era practice.
A Step-by-Step Guide to Forwards, Futures, Swaps and Options
Andrew M. Chisholm · 2010 · John Wiley & Sons
Plain-language walkthrough of forwards, futures, swaps, and options for non-specialists entering markets roles. This introductory guide is designed for students, analysts, and treasurers seeking to understand the fundamentals of derivatives and risk management.
Amir D. Singh · James Aitken · 2009 · John Wiley & Sons
This comprehensive guide addresses the complexities of collateral management and its critical role in mitigating counterparty risk within financial markets. It is particularly relevant for professionals dealing with derivatives and treasury operations, providing practical insights and methodologies.
Brunnermeier et al. · 2009 · Nber
The Yen Carry Trade and Other Financial Crises examines the dynamics of the yen carry trade within the broader context of financial crises. Authored by Brunnermeier et al., this work delves into risk management strategies and macroeconomic implications relevant to FX markets.
Daniel Tarullo · 2009 · Federal Reserve
This book provides a comprehensive overview of stress testing and scenario analysis as applied to financial markets. It focuses on the regulatory frameworks and methodologies that underpin effective risk management practices.
Carol Alexander · 2008 · John Wiley & Sons
Market Risk Analysis Volume IV: Value at Risk Models offers an in-depth exploration of Value-at-Risk (VaR) models, essential for analysts and risk managers. This volume builds on foundational concepts from previous volumes, providing rigorous treatments of various VaR methodologies and their applications across different asset classes.
Chris Redhead · 2008 · John Wiley & Sons
Commodity Risk Management by Chris Redhead provides an in-depth exploration of risk management strategies specifically tailored for the commodities market. This intermediate-level text is essential for treasurers, risk managers, and finance executives seeking to navigate the complexities of commodity pricing and risk assessment.
Chernobai et al. · 2007 · Butterworth Heinemann
This comprehensive text addresses the critical aspects of operational risk measurement and management. It provides insights into methodologies and frameworks essential for risk managers and operations professionals in navigating the complexities of operational risk within financial institutions.
Nassim Nicholas Taleb · 2007 · John Wiley & Sons
Nassim Nicholas Taleb's 'The Black Swan' explores the profound impact of rare and unpredictable events on financial markets and human behaviour. This foundational text in risk management delves into the psychological biases that hinder our understanding of uncertainty and the limitations of traditional forecasting methods.
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.
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.
Paolo Brandimarte · 2006 · John Wiley & Sons
Numerical Methods in Finance by Paolo Brandimarte explores quantitative techniques for financial derivatives, covering essential numerical methods for valuation and risk management. The text emphasizes practical applications, enabling finance professionals to implement these techniques effectively.
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.
Jürgen Hakala · Uwe Wystup · 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.
Marcelo G. Cruz · 2002 · John Wiley & Sons
Practitioner guide to operational risk loss distributions, capital allocation, and hedging frameworks.
Roger Lowenstein · 2001 · Random House
LTCM and the limits of models.
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.
Tools, Techniques, and Other Resources
Christopher L. Marshall · 2001 · John Wiley & Sons
Comprehensive framework for identifying and quantifying operational risk exposures across financial institutions.
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.
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.
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.
Robert W. Kolb · 1999 · John Wiley & Sons
Accessible textbook treatment of futures, options, and swaps with foundations in hedging and pricing, oriented toward risk management applications.
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.
Robert W. Kolb · 1996 · Prentice Hall
Classic introductory survey of financial derivatives instruments, markets, and hedging applications, oriented toward risk management.