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
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.
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.
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.
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.
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.
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.
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.
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.
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.
The Remarkable Story of Risk
Peter L. Bernstein · 1998 · John Wiley & Sons
History of risk ideas for finance readers.
Maureen O'Hara · 1998 · John Wiley & Sons
Foundational microstructure theory.
Peter G. Zhang · 1998 · World Scientific
Reference on second-generation exotics including correlation and multi-asset structures cited in FX options literature.
Nassim Nicholas Taleb · 1997 · John Wiley & Sons
Options trading and hedging from a practitioner’s perspective.
Hull, John · 1997 · Prentice Hall
This book provides a comprehensive overview of options, futures, and other derivative instruments, focusing on their pricing, applications, and market dynamics. It is essential for professionals involved in trading, risk management, and financial analysis.
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.
Martin Baxter · Andrew Rennie · 1996 · Cambridge University Press
Martingale approach to derivative pricing.
Robert W. Kolb · 1996 · Prentice Hall
Classic introductory survey of financial derivatives instruments, markets, and hedging applications, oriented toward risk management.
A Student Introduction
Paul Wilmott et al. · 1995 · Cambridge University Press
Cambridge undergraduate-style path from binomial trees through Black–Scholes PDEs, hedging arguments, and basic numerical ideas—tighter and more applied than a pure analysis text, ideal as a mathematical spine behind introductory derivatives courses.
James D. Hamilton · 1994 · Princeton University Press
Time Series Analysis by James D. Hamilton offers a comprehensive exploration of time series econometrics, focusing on methodologies that are essential for quantitative finance and macroeconomic research. The text is designed for practitioners, providing in-depth coverage of models and techniques applicable to real-world data analysis.
Kathryn M. Dominguez · Jeffrey A. Frankel · 1993 · Peterson Institute
Seminal Peterson Institute study on whether official FX intervention affects exchange rates and how, demonstrating its effectiveness as a policy tool.
Trading and Risk Analysis for the Financial and Commodity Option Markets
Allen Jan Baird · 1992 · John Wiley & Sons
Floor-era option market-making primer: how professional liquidity providers thought about inventory, bid–ask, and spread risk before electronic and HFT dominance—valuable for microstructure intuition, not a handbook for today’s electronic vol markets.
Michael Lewis · 1989 · John Wiley & Sons
Liar's Poker: Playing the Money Markets is a compelling memoir that offers an insider's perspective on the high-stakes world of Wall Street trading. Michael Lewis recounts his experiences in the bond trading department of Salomon Brothers, illustrating the culture and dynamics of the financial markets during the late 1980s.
Mark B. Garman · Steven W. Kohlhagen · 1983 · Financial Analysts Journal
The Garman-Kohlhagen Model for Foreign Currency Options presents a comprehensive framework for valuing currency options, integrating essential quantitative finance techniques. This text is particularly relevant for practitioners involved in FX trading and derivatives analysis.
Bernard M. Baruch · 1957 · John Wiley & Sons
In 'Baruch: My Own Story', Bernard M. Baruch offers a compelling memoir that chronicles his life as a financier and advisor to several U.S. presidents. This work provides insights into the financial markets and the historical context of the early 20th century, making it a valuable read for students, investors, and historians alike.