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
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Mark Mobius · 2007 · John Wiley & Sons
Mark Mobius's 'Emerging Markets: Equity Investing in Risky Emerging Economies' offers a comprehensive exploration of equity investment strategies tailored for the unique challenges and opportunities present in emerging markets. The book addresses critical aspects such as market volatility, regulatory environments, and investment methodologies specific to these economies.
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.
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.
Paul Wilmott · 2007 · John Wiley & Sons
Accessible quant entry across instruments and models.
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.
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.
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.
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.
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.
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.
2nd Edition
Espen Gaarder Haug · 2007 · McGraw-Hill
The Complete Guide to Option Pricing Formulas provides an extensive examination of option pricing methodologies, featuring a comprehensive collection of formulas essential for traders and analysts. This second edition includes practical tools such as VBA code and Excel spreadsheets to facilitate the application of these formulas in real-world scenarios.
2nd Edition (3-volume set)
Paul Wilmott · 2006 · John Wiley & Sons
Paul Wilmott on Quantitative Finance is a comprehensive three-volume set that delves into the intricacies of derivatives and financial engineering. The work covers fundamental mathematical tools, risk management, and advanced numerical methods, making it essential for professionals in quantitative finance.
Jim Gatheral · 2006 · John Wiley & Sons
The Volatility Surface: A Practitioner's Guide by Jim Gatheral delves into the complexities of the implied volatility surface, offering insights crucial for pricing and hedging derivatives. This work is particularly relevant for professionals engaged in FX and quantitative finance, as it bridges theoretical models with practical applications in the financial markets.
Edward I. Altman · Edith Hotchkiss · 2006 · John Wiley & Sons
Fallen Angels and Rising Stars provides a comprehensive analysis of credit rating changes and their impact on investment strategies. The authors, Edward I. Altman and Edith Hotchkiss, explore the dynamics of credit markets, focusing on how shifts in ratings can signal opportunities for investors and analysts alike.
Michael G. Buehler · 2006 · John Wiley & Sons
This comprehensive volume addresses the pricing and hedging of exotic derivatives, providing practitioners with essential quantitative techniques and frameworks. It covers a range of derivative instruments and their applications in financial markets, making it a vital resource for quants and structurers.
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.
Tim Weithers · 2006 · John Wiley & Sons
Practitioner-oriented FX markets overview.
Damiano Brigo · Fabio Mercurio · 2006 · Springer
Advanced interest-rate modelling for quants.