Rondanini

Financial Library

Books

Catalogue

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

Islamic Banking and Finance: A Guide for International Auditors and Accountants

Steve Kettel · 2010 · John Wiley & Sons

This comprehensive guide offers insights into Islamic banking and finance, tailored specifically for auditors and accountants. It covers key principles, practices, and regulatory considerations essential for professionals operating in this unique financial landscape.

  • Islamic finance
  • Regulation & compliance
  • Risk management
  • Banking
Classic

Liar’s Poker

Michael Lewis · 2010 · W. W. Norton

Salomon-era markets culture.

  • Market memoirs

Option Trading: Pricing and Volatility Strategies and Techniques

Euan Sinclair · 2010 · John Wiley & Sons

Option Trading: Pricing and Volatility Strategies and Techniques by Euan Sinclair is a detailed guide for practitioners in the options market, covering essential topics such as pricing, volatility measurement, and hedging techniques. This resource is designed for traders and analysts seeking to enhance their understanding of options trading strategies in various market conditions.

  • Derivatives
  • Risk management

Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading

Mohamed Bouzoubaa · Adel Osseiran · 2010 · John Wiley & Sons

This comprehensive guide explores the intricacies of exotic options and hybrid instruments, focusing on their structuring, pricing, and trading. It is particularly relevant for practitioners in FX and derivatives markets, providing insights into advanced pricing techniques and market dynamics.

  • Derivatives
  • FX

The Big Short: Inside the Doomsday Machine

Michael Lewis · 2010 · John Wiley & Sons

Michael Lewis's 'The Big Short: Inside the Doomsday Machine' offers an incisive exploration of the 2008 financial crisis, focusing on the complex interplay of mortgage-backed securities and the individuals who foresaw the impending collapse. This narrative serves as both a market memoir and a critical examination of the systemic failures that led to widespread economic devastation.

  • Market memoirs
  • Crisis

The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It

Scott Patterson · 2010 · John Wiley & Sons

In 'The Quants', Scott Patterson delves into the rise of quantitative finance and its profound impact on Wall Street. The book chronicles the stories of the mathematicians and programmers who revolutionised trading, revealing both their triumphs and the catastrophic risks they introduced to the financial system.

  • Market memoirs
  • Quantitative finance

Derivatives Demystified

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.

  • Derivatives
  • Risk management

This Time is Different: Eight Centuries of Financial Folly

Carmen M. Reinhart · Kenneth S. Rogoff · 2009 · Princeton University Press

This Time is Different: Eight Centuries of Financial Folly offers a comprehensive analysis of financial crises throughout history, examining the recurring patterns and behaviours that lead to economic turmoil. Authors Carmen M. Reinhart and Kenneth S. Rogoff provide a detailed exploration of credit cycles and the impact of policy decisions on market stability, making it essential reading for investors and policymakers alike.

  • Credit
  • Market memoirs

Collateral Management: A Guide to Mitigating Counterparty Risk

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.

  • Risk management
  • Derivatives
  • Treasury

Correlation in Credit Markets

Stephen McLeish · Robert Resenfeld · 2009 · Risk Books

Correlation in Credit Markets examines the intricate relationships between various credit derivatives and their underlying assets. This text is essential for practitioners seeking to understand the quantitative aspects of credit risk and the dynamics of correlation in credit markets.

  • Credit
  • Derivatives
  • Quantitative finance

Term Structure Models - A Graduate Course

Damir Filipovic · 2009 · Springer

This comprehensive text delves into term structure models, focusing on their application in derivatives and quantitative finance, particularly in the context of interest rates. It serves as a graduate-level course, providing a robust foundation for understanding the dynamics of interest rate models.

  • Interest rates
  • Quantitative finance
  • Derivatives

The Yen Carry Trade and Other Financial Crises

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.

  • FX
  • Macro
  • Risk management

Stress Testing and Scenario Analysis: Applications to Financial 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.

  • Risk management
  • Regulation

Islamic Wealth Management: An Introduction

Bert Visser · 2009 · John Wiley & Sons

This book provides a comprehensive introduction to Islamic wealth management, focusing on the principles of Islamic finance and their application in wealth management practices. It is designed for professionals seeking to understand the unique aspects of managing wealth in accordance with Islamic law.

  • Islamic finance
  • Wealth Management

Market Risk Analysis Volume IV: Value at Risk Models

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.

  • Risk management
  • Quantitative finance
  • Derivatives

The Ascent of Money: A Financial History of the World

Niall Ferguson · 2008 · John Wiley & Sons

The Ascent of Money provides a comprehensive overview of the evolution of financial systems throughout history. Niall Ferguson explores the interplay between finance and historical events, offering insights into how money has shaped societies and economies globally.

  • Market memoirs
  • History
  • Policy

Credit Index Derivatives: A Manual of Pricing, Trading, and Risk Management

Markit · 2008 · Jpmorgan

This manual provides a comprehensive overview of credit index derivatives, focusing on their pricing, trading strategies, and risk management techniques. It serves as a vital resource for practitioners involved in the credit derivatives market, offering insights into the complexities of these financial instruments.

  • Credit
  • Derivatives

Algorithm Design Manual

Steven S. Skiena · 2008 · Springer

The Algorithm Design Manual by Steven S. Skiena serves as a comprehensive guide for understanding and applying algorithm design techniques. It covers essential topics such as data structures, dynamic programming, and heuristics, tailored for practitioners in quantitative finance and technology sectors.

  • Technology
  • Quantitative finance

Currency Crises and Contagion

Paul R. Krugman · Maurice Obstfeld · 2008 · MIT Press

Currency Crises and Contagion explores the dynamics of currency crises, particularly in emerging markets, and the mechanisms of contagion that can spread financial instability across borders. Authored by renowned economists Paul R. Krugman and Maurice Obstfeld, this work provides an intermediate-level analysis suitable for policymakers, macro traders, and economists.

  • FX
  • Emerging markets
  • Crisis
Classic

Modelling Single-name and Multi-name Credit Derivatives

Dominic O'Kane · 2008 · John Wiley & Sons

Institutional quant reference on single-name CDS, indices, tranches, and portfolio credit—written from a pre-crisis dealer desk vantage that still shapes how correlation and skew are discussed, even where post-2008 conventions and liquidity have moved on.

  • Credit
  • Derivatives
  • Quantitative finance

Commodity Risk Management

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.

  • Commodities
  • Risk management
  • Treasury

Energy Markets

Foster Fidel · Pollio Andrea · 2007 · Risk Books

Energy Markets provides a comprehensive exploration of the dynamics within the energy sector, focusing on commodities trading and market analysis. The text is particularly relevant for traders and analysts seeking to deepen their understanding of energy price mechanisms and market behaviours.

  • Commodities
  • Energy

Emerging Markets: Equity Investing in Risky Emerging Economies

Mark Mobius · 2007 · John Wiley & Sons

Mark Mobius's 'Emerging Markets: Equity Investing in Risky Emerging Economies' explores equity investment strategies tailored for the unique challenges of emerging markets, addressing market volatility, regulatory environments, and investment methodologies.

  • Emerging markets
  • Equities

Empirical Market Microstructure

The Institutions, Economics, and Econometrics of Securities Trading

Joel Hasbrouck · 2007 · Oxford University Press

This book addresses the institutions, economics, and econometrics involved in securities trading, providing insights into market microstructure. It is oriented toward professionals seeking to understand the complexities of trading mechanisms and price formation in financial markets.

  • Market microstructure
  • Quantitative methods

Islamic Derivatives: An Overview and Prospects

Muhammad Ariff · 2007 · Butterworth Heinemann

This comprehensive overview of Islamic derivatives explores the principles and applications of derivatives within the framework of Islamic finance. It addresses the unique challenges and prospects of integrating conventional derivative instruments with Sharia-compliant practices.

  • Islamic finance
  • Derivatives

Commodity Markets

Helyette Geman · 2007 · John Wiley & Sons

Commodity Markets provides an in-depth exploration of commodity trading, focusing on the mechanisms, pricing, and risk management strategies relevant to traders, analysts, and investors. The text covers various commodity types and their market dynamics, offering practical insights for effective decision-making.

  • Commodities

Inflation-Linked Bonds: Understanding the Real Economy

Jia Shen · Robert Stevenson · 2007 · John Wiley & Sons

This comprehensive text delves into the mechanics of inflation-linked bonds, providing insights into their role within the fixed income market and their relationship with interest rates. It is designed for portfolio managers and investors seeking to understand how these instruments can hedge against inflation and contribute to real economic performance.

  • Fixed income
  • Interest rates

Interest Rate Parity and Exchange Rates: A Theoretical and Empirical Analysis

Peter Isard · 2007 · International Monetary Fund

This title provides a comprehensive analysis of interest rate parity and its implications for exchange rates, combining both theoretical frameworks and empirical evidence. It is particularly relevant for macro traders and economists seeking to understand the dynamics of currency valuation in relation to interest rates.

  • FX
  • Macro

Operational Risk: Measurement and Management

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.

  • Risk management

Real Exchange Rates

Menzie Chinn · Jeffrey Frankel · 2007 · Nber

This comprehensive examination of real exchange rates by Menzie Chinn and Jeffrey Frankel delves into the macroeconomic factors that influence currency values. It provides a critical analysis of the methodologies used to assess real exchange rates and their implications for international trade and investment decisions.

  • FX
  • Macro

The Black Swan: The Impact of the Highly Improbable

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.

  • Market memoirs
  • Risk management
  • Behavioral Finance
Classic

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