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
Paolo Brandimarte · 2006 · John Wiley & Sons
Numerical Methods in Finance by Paolo Brandimarte offers a comprehensive exploration of quantitative techniques applied to financial derivatives. This practitioner-grade text covers essential numerical methods, enabling finance professionals to implement these techniques in real-world scenarios.
Benjamin Graham · 2006 · Collins Business
The Intelligent Investor is a foundational text on value investing, authored by Benjamin Graham. This comprehensive guide covers essential principles of stock market investing, focusing on the importance of a disciplined approach to selecting undervalued equities.
Richard K. Lyons · 2006 · MIT Press
Landmark FX microstructure reference.
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.
Gopal Laryea · Giovanni Majnoni · 2006 · World Bank
This book provides an in-depth analysis of credit risk transfer mechanisms through securitization, exploring recent developments and their implications for financial markets. It serves as a resource for analysts and risk managers seeking to understand the complexities of securitization in the context of credit risk management.
Jim Gatheral · 2006 · John Wiley & Sons
This comprehensive guide delves into the intricacies of the volatility surface, a critical concept in derivatives pricing and risk management. It offers practitioners insights into the mathematical models and quantitative methods used to understand and navigate market behaviours.
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.
Frank J. Fabozzi · 2005 · McGraw-Hill
Comprehensive practitioner reference across bond markets.
Sidney Homer · Richard Sylla · 2005 · John Wiley & Sons
A History of Interest Rates provides a comprehensive examination of the evolution of interest rates from ancient times to the present day. Authors Sidney Homer and Richard Sylla explore the interplay between economic conditions and interest rate movements, making it a crucial resource for investors, economists, and historians alike.
Garcia & Leuthold · 2004 · John Wiley & Sons
This comprehensive text delves into the intricacies of agricultural commodities, focusing specifically on corn, wheat, and soybeans. It equips traders and analysts with essential insights into market dynamics, pricing mechanisms, and the factors influencing these key commodities.
2nd Edition
Riccardo Rebonato · 2004 · John Wiley & Sons
This book delves into the intricate relationship between volatility and correlation within the context of derivatives and fixed income markets. It serves as a comprehensive guide for analysts and risk managers seeking to understand and apply quantitative finance principles in their work.
David Lando · 2004 · Princeton University Press
Theoretical and applied credit risk.
Satyajit Choudhry · 2004 · Butterworth Heinemann
Synthetic CDOs: Theory and Practice offers an in-depth exploration of synthetic collateralised debt obligations, focusing on their theoretical foundations and practical applications within the derivatives and credit markets. This comprehensive text is essential for practitioners involved in structuring and trading these complex financial instruments.
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.
Almgren & Chriss · 2003 · Risk Books
Market Impact Models and the Implementation of Portfolio Trades provides a comprehensive exploration of market microstructure and quantitative finance, focusing on the effects of trading on market prices. The authors, Almgren and Chriss, delve into the mathematical modelling of trading strategies and their implications for execution and portfolio management.
Darrell Duffie · Mark Garleanu · 2003 · John Wiley & Sons
This comprehensive text delves into the pricing mechanisms of credit-default swaps (CDS), a pivotal instrument in modern financial markets. It offers quantitative methodologies tailored for practitioners, focusing on the intricacies of credit derivatives and their applications in risk management and trading strategies.
Ian H. Giddy · 2003 · John Wiley & Sons
Corporate hedging and treasury risk framing.
Lucio Sarno · Mark P. Taylor · 2003 · Cambridge University Press
Academic foundations of exchange rate behaviour.
Burton Malkiel · 2003 · Random House
In 'Predicting Stock Price Movements Using Only Price', Burton Malkiel explores the dynamics of stock price movements through historical price data. This introductory text is aimed at students and investors seeking to understand the fundamental principles behind price prediction in equity markets.
Hersh Shefrin · 2002 · Northwestern University Press
Hersh Shefrin's 'Behavioral Finance: Psychology, Decision-Making, and Markets' delves into the psychological underpinnings of financial decision-making, exploring how cognitive biases affect market dynamics and equity trading. This intermediate-level text is essential for traders, analysts, and investors seeking to understand the interplay between psychology and market behaviour.
Maureen O'Hara · 2002 · MIT Press
A Primer on Market Microstructure by Maureen O'Hara provides an essential introduction to the intricacies of market microstructure, focusing on the mechanisms that underpin trading and price formation. This text is particularly relevant for traders, analysts, and researchers seeking to understand the operational dynamics of financial markets.
Owen F. Harris · 2002 · MIT Press
A Primer on Market Microstructure provides an accessible introduction to the essential concepts and mechanisms that underpin trading environments. It focuses on the behaviour of market participants and the impact of their actions on price formation and liquidity.
Market microstructure for practitioners
Larry Harris · 2002 · Oxford University Press
Institutional view of trading mechanics and market design.
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.
Alexander Lipton · 2001 · World Scientific
This text offers a comprehensive exploration of mathematical methods specifically tailored for the foreign exchange market, focusing on the quantitative techniques employed by financial engineers. It covers a range of derivatives and their applications within FX, making it essential for practitioners seeking to enhance their analytical capabilities.
Janet M. Tavakoli · 2001 · John Wiley & Sons
This comprehensive guide explores the intricate world of credit derivatives, detailing the various instruments and their applications in financial markets. It serves as an essential resource for traders, analysts, and structurers seeking to deepen their understanding of credit risk management.
Roger Lowenstein · 2001 · Random House
LTCM and the limits of models.
Nassim Nicholas Taleb · 2001 · John Wiley & Sons
In 'Fooled by Randomness', Nassim Nicholas Taleb explores the profound impact of chance on life and financial markets, challenging conventional notions of skill and success. This book serves as a critical examination of how traders and investors misinterpret luck as skill, providing insights into decision-making under uncertainty.
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.
Jean-Pierre Fouque et al. · 2000 · Chapman And Hall
Stochastic Volatility Modeling provides a comprehensive framework for understanding and applying stochastic volatility models in quantitative finance. The book covers essential mathematical tools and methodologies for pricing derivatives and managing risk in financial markets.
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.
Asad Iqbal Chapra · 2000 · World Bank
Islamic Economics: A Contemporary Introduction provides a foundational overview of Islamic finance principles and their implications for macroeconomic policy. Authored by Asad Iqbal Chapra, this text is designed for students and policymakers seeking to understand the intersection of Islamic teachings and economic frameworks.
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.
Israel Nelken · 2000 · McGraw-Hill
This comprehensive guide delves into the intricacies of pricing, hedging, and trading exotic options, focusing on their application in the FX and derivatives markets. It serves as an essential resource for traders and analysts seeking to enhance their understanding of complex financial instruments.
Rebonato Riccardo · 1998 · MIT Press
This comprehensive text provides a detailed exploration of derivative pricing and hedging strategies, focusing on quantitative finance methodologies. It serves as a foundational resource for practitioners seeking to understand the complexities of derivatives in financial markets.