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
Book 2 of the Foreign Exchange Markets Professional Series
Luigi Pascal Rondanini · 2026 · Rondanini
Desk reference for FX options covering vanillas and exotics, Greeks, volatility surfaces, structured products, institutional risk, and advanced volatility models—thirty chapters for practitioners who price, hedge, or manage FX derivatives risk.
Practitioner guide for treasury and markets
Luigi Pascal Rondanini · David Axtell · 2026 · Rondanini
Spot, forwards, swaps, and NDFs for corporate treasurers, traders, and risk managers—operations-first, institutionally framed.
Scripting for Derivatives and xVA
Antoine Savine · Jesper Andreasen · 2021 · John Wiley & Sons
Second volume: building professional derivative scripting systems—cash-flow representation, branching, American Monte Carlo hooks, and how scripting supports xVA-style portfolio interrogation. Written for quant devs and library architects who must ship maintainable payoff DSLs.
Global edition
John C. Hull · 2021 · Pearson
The standard graduate-level derivatives text.
Kevin Mandia · 2018 · John Wiley & Sons
This comprehensive guide addresses the critical intersection of cybersecurity and financial services, offering frameworks and best practices essential for risk managers and technology professionals. It outlines strategies to mitigate risks associated with cyber threats in the financial sector.
AAD and Parallel Simulations
Antoine Savine · Leif B. G. Andersen · 2018 · John Wiley & Sons
Institutional quant text on algorithmic adjoint differentiation (AAD), parallel Monte Carlo, and implementation-minded pricing/risk—written by practitioners who shipped large bank systems. Pairs naturally with scripting and xVA volumes for a full modern computational stack.
3rd Edition
Geert Bekaert · Robert J. Hodrick · 2017 · Cambridge University Press
This comprehensive text delves into the complexities of international financial management, focusing on foreign exchange (FX) markets, treasury operations, and risk management strategies. It is designed for intermediate readers, including treasurers, analysts, and students seeking to understand the global financial landscape.
Basel Committee Banking Supervision · 2017 · Bcbs
This comprehensive text outlines the Basel III framework, focusing on capital adequacy and the calculation of risk-weighted assets. It serves as a crucial resource for risk managers and compliance professionals navigating regulatory requirements in the banking sector.
Financial Stability Board · 2017 · Fsb
This publication from the Financial Stability Board explores the evolving landscape of collateral management within the context of central clearing. It focuses on regulatory developments and their implications for risk management practices in derivatives markets.
Michael Eling · Nadine Schnell · 2016 · John Wiley & Sons
This book addresses the evolving landscape of cyber risk and its implications for the insurance industry. It explores the challenges faced by insurers in underwriting cyber risks and the development of appropriate insurance products.
Alan S. Blinder · Mark Zandi · 2015 · W W Norton
This book examines the failures of the financial system that led to the 2008 crisis and proposes actionable reforms. It addresses key areas of risk management and policy adjustments necessary for future stability.
3rd Edition
Jon Gregory · 2015 · John Wiley & Sons
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital offers a comprehensive exploration of counterparty credit risk and its associated financial adjustments. This third edition provides practical insights into the latest regulatory frameworks and market practices, focusing on critical xVA terms such as CVA, DVA, and FVA.
Updated Edition
Sheldon Natenberg · 2015 · McGraw-Hill
Sheldon Natenberg's 'Option Volatility and Pricing' is an essential resource for practitioners in the fields of FX and derivatives trading. This updated edition provides advanced trading strategies and risk management techniques crucial for navigating the complexities of option markets.
John C. Hull · 2015 · John Wiley & Sons
Institutional risk management alongside derivatives literacy.
Revised Edition
Alexander J. McNeil et al. · 2015 · Princeton University Press
This revised edition of 'Quantitative Risk Management' offers an extensive exploration of theoretical concepts and modelling techniques essential for effective risk management. It addresses market, credit, and operational risk, providing practical tools for analysts and risk managers to tackle real-world challenges.
Don M. Chance · Robert Brooks · 2015 · Cengage Learning
This undergraduate and MBA-level text provides an introduction to derivatives markets, focusing on hedging and risk management, with specific coverage of FX futures.
Valerie Yalta · 2014 · John Wiley & Sons
This comprehensive guide focuses on the intricacies of trading and managing currency risk in emerging markets. It provides practical insights and methodologies tailored for traders and fund managers navigating these dynamic environments.
Anat R. Admati · Martin Hellwig · 2013 · John Wiley & Sons
This comprehensive tutorial on Basel III provides an in-depth examination of the regulatory framework designed to enhance the stability of the banking sector. It covers key reforms aimed at improving risk management and compliance in financial institutions.
Basel Committee Banking Supervision · 2013 · Bcbs
Liquidity Management: A Funding Risk Handbook provides essential insights into the management of liquidity risk within banking institutions. It covers regulatory frameworks, funding strategies, and risk management techniques critical for treasurers and risk managers.
Glenn Anderson · William Remeza · 2013 · Risk Books
This comprehensive guide delves into effective funding strategies for managing liquidity, tailored for treasury and risk management professionals. It covers key methodologies and frameworks essential for CFOs, treasurers, and bank executives in navigating liquidity challenges.
BPP Learning Media · 2013 · BPP Learning Media
Practical hedge accounting primer.
Funding and Capital Valuation Adjustments: A Continuing Challenge for Global Financial Markets
Damiano Brigo et al. · 2013 · John Wiley & Sons
This comprehensive volume addresses the complexities of funding and capital valuation adjustments (xVA) in the context of credit derivatives. It serves as a critical resource for professionals navigating the challenges of valuation in global financial markets.
Richard Sheedy · 2013 · John Wiley & Sons
This comprehensive guide delves into corporate treasury and cash management, tailored for CFOs and treasurers. It covers essential aspects of treasury operations, risk management, and funding strategies, providing practical insights for financial executives.
A Guide for Practitioners
Leonardo Marroni · Irene Perdomo · 2013 · John Wiley & Sons
A practitioner-oriented guide to pricing and hedging financial derivatives, offering desk-facing intuition and a structured approach to complex concepts.
Nassim Nicholas Taleb · 2012 · Random House
In 'Antifragile: Things That Gain From Disorder', Nassim Nicholas Taleb explores the concept of antifragility, which describes systems that benefit from chaos and uncertainty. This book delves into risk management, decision-making, and the implications of disorder across various domains, making it essential for traders, investors, and strategists alike.
A Continuing Challenge for Global Financial Markets, 2nd Edition
Jon Gregory · 2012 · John Wiley & Sons
This book provides a comprehensive examination of counterparty credit risk and credit value adjustment, essential for understanding the challenges faced by global financial markets. It addresses the evolution of counterparty risk management practices and the implications for financial institutions.
Sinclair Colin · 2012 · John Wiley & Sons
Volatility Trading by Colin Sinclair provides an in-depth exploration of volatility as a financial instrument, essential for traders and quants. This guide covers strategies and methodologies for trading volatility, including the use of derivatives and risk management techniques.
How Time, Volatility, and Other Pricing Factors Drive Profit
Dan Passarelli · 2012 · John Wiley & Sons
Practitioner guide to options Greeks—how time, volatility, and higher-order risks drive P&L and hedging decisions.
Funding and Risk
Jacques Bessis · 2011 · John Wiley & Sons
This comprehensive guide on bank balance sheet management focuses on liquidity, funding, and risk. It is designed for finance professionals involved in treasury operations, risk management, and banking, providing practical insights into effective balance sheet strategies.
Federal Reserve · 2011 · Frb
This document provides comprehensive guidance on model risk management, focusing on the identification, assessment, and control of risks associated with the use of models in financial institutions. It is particularly relevant for risk managers and quantitative analysts in middle office roles.
John Caouette et al. · 2011 · John Wiley & Sons
This comprehensive guide addresses the complexities of managing credit risk in global financial markets. It offers insights into risk assessment methodologies and the regulatory landscape, making it essential for finance professionals involved in risk management.
Massimo Morini · 2011 · John Wiley & Sons
Practical guide to model risk for quants, traders, and validators covering pricing model governance and reserves.
Jon Gregory · 2010 · John Wiley & Sons
This comprehensive volume addresses the intricacies of counterparty risk and credit valuation adjustment (CVA) within global financial markets. It delves into the methodologies and regulatory frameworks that shape risk management practices, particularly in derivatives trading.
Philippe Jorion · 2010 · John Wiley & Sons
FRM-oriented risk management compendium.
Steve Kettel · 2010 · John Wiley & Sons
This comprehensive guide offers insights into Islamic banking and finance, tailored specifically for auditors and accountants. It covers key principles, practices, and regulatory considerations essential for professionals operating in this unique financial landscape.
Euan Sinclair · 2010 · John Wiley & Sons
Option Trading: Pricing and Volatility Strategies and Techniques by Euan Sinclair is a detailed guide for practitioners in the options market, covering essential topics such as pricing, volatility measurement, and hedging techniques. This resource is designed for traders and analysts seeking to enhance their understanding of options trading strategies in various market conditions.