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.
John C. Hull · 2017 · Pearson
This comprehensive text provides an in-depth exploration of futures and options markets, covering fundamental concepts, pricing models, and practical applications. It is designed for finance professionals and students seeking to enhance their understanding of derivatives trading and risk management.
A Wall Street Revolt
Michael Lewis · 2015 · W. W. Norton
In 'Flash Boys', Michael Lewis explores the intricacies of market structure and high-frequency trading (HFT) through a compelling narrative, revealing how these elements shape the financial landscape. The book provides insights into the mechanics of trading and the implications for market participants.
an introduction to direct access trading strategies
Barry Johnson · 2010 · Risk Books
This comprehensive guide delves into direct access trading strategies, focusing on algorithmic trading and its implications for market microstructure. It equips traders and analysts with the necessary mathematical models and practical insights to navigate the complexities of modern trading environments.
Ruey S. Tsay · 2010 · John Wiley & Sons
This comprehensive text delves into the analysis of financial time series, integrating econometric techniques with risk management principles. It serves as a crucial resource for analysts and risk managers looking to enhance their understanding of time-series data in financial contexts.
a practical guide to algorithmic strategies and trading system
Irene Aldridge · 2010 · John Wiley & Sons
This comprehensive guide explores high-frequency trading strategies and the underlying algorithmic systems that drive them. It provides practitioners with insights into market microstructure, execution techniques, and risk management practices essential for navigating the fast-paced trading environment.
Tim Weithers · 2006 · John Wiley & Sons
This book provides a comprehensive overview of the FX markets, focusing on practical applications and insights for practitioners. It covers key concepts, market dynamics, and risk management strategies essential for navigating the complexities of foreign exchange trading.
Richard K. Lyons · 2006 · MIT Press
This landmark reference on FX microstructure provides a comprehensive analysis of how exchange rates are determined and the role of market participants. It is essential for understanding the intricacies of foreign exchange markets and their impact on global finance.
2nd Edition
Riccardo Rebonato · 2004 · John Wiley & Sons
This book provides an advanced treatment of volatility modeling, smile dynamics, and correlation structures essential for derivatives pricing and hedging. It is a critical resource for finance professionals seeking to deepen their understanding of these complex topics.
market microstructure for practitioners
Larry Harris · 2003 · Oxford University Press
This comprehensive guide delves into the intricacies of market microstructure, providing practitioners with essential insights into trading mechanisms, liquidity, and the behaviour of market participants. It equips traders and analysts with the tools to navigate and optimise trading strategies in complex financial environments.
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.
Maureen O'Hara · 1998 · John Wiley & Sons
Foundational microstructure theory.