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.
Frank J. Fabozzi et al. · McGraw-Hill
The Handbook of Fixed Income Securities is a comprehensive resource covering a wide range of fixed income instruments, including bonds, money market funds, and mutual funds. It serves as an essential guide for finance professionals seeking to deepen their understanding of fixed income markets and securities.
concepts, techniques and tools
Alexander J. McNeil · 2015 · Princeton University Press
This comprehensive text provides an in-depth exploration of quantitative risk management techniques and tools, integrating mathematical models with practical applications in finance and insurance. It serves as a vital resource for professionals and students seeking to enhance their understanding of risk measurement and management.
Hull, John · 2015 · John Wiley & Sons
This comprehensive text by John Hull delves into risk management practices within financial institutions, addressing key concepts such as credit risk, market risk, and regulatory frameworks. It serves as an essential resource for professionals seeking to understand the complexities of risk in the financial sector.
A Continuing Challenge for Global Financial Markets
Jon Gregory · 2012 · John Wiley & Sons
This comprehensive work by Jon Gregory delves into the complexities of counterparty credit risk and credit value adjustment, essential for understanding the challenges faced by global financial markets. It provides insights into risk management practices and the implications for fixed income and credit instruments.
Pricing, Measurement, and Management (Princeton Series in Finance)
Darrell Duffie · 2003 · Princeton University Press
This comprehensive text by Darrell Duffie delves into the intricacies of credit risk, covering pricing, measurement, and management strategies essential for financial professionals. It serves as a critical resource for understanding the complexities of credit markets and risk assessment methodologies.
The Rise and Fall of Long-Term Capital Management
Roger Lowenstein · 2001 · Random House
This book provides a detailed account of the rise and fall of Long-Term Capital Management, a hedge fund that epitomised the risks of financial innovation and leverage. It explores the implications of its collapse on risk management and portfolio strategies, offering insights relevant to finance professionals navigating complex market dynamics.