Catalogue

Against the Gods

The Remarkable Story of Risk

Peter L. Bernstein · 1998 · John Wiley & Sons

History of risk ideas for finance readers.

• Risk management
• Market memoirs

Market Microstructure Theory

Maureen O'Hara · 1998 · John Wiley & Sons

Foundational microstructure theory.

• Market microstructure

Dynamic Hedging

Nassim Nicholas Taleb · 1997 · John Wiley & Sons

Options trading and hedging from a practitioner’s perspective.

• Derivatives
• Risk management

Modelling Extremal Events for Insurance and Finance

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.

• Risk management
• Quantitative finance

Financial Calculus

Martin Baxter · Andrew Rennie · 1996 · Cambridge University Press

Martingale approach to derivative pricing.

• Derivatives
• Quantitative finance

The Mathematics of Financial Derivatives

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.

• Derivatives
• Quantitative finance

Time Series Analysis

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.

• Quantitative finance
• Macro
• Research

Option Market Making

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.

• Market microstructure
• Derivatives

Liar's Poker: Playing the Money 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.

• Market memoirs

The Garman-Kohlhagen Model for Foreign Currency Options

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.

• FX
• Derivatives
• Quantitative finance

Baruch: My Own Story

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.

• Market memoirs
• History