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Published titles in this catalogue:
the remarkable story of risk
Peter L. Bernstein · 1996 · John Wiley & Sons
Against the Gods explores the evolution of risk management and decision-making through history, illustrating how our understanding of risk has shaped human progress. Peter L. Bernstein delves into the mathematics and philosophy behind risk, making it relevant for practitioners and scholars alike.
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.
Ian H. Giddy · 2003 · John Wiley & Sons
This book provides a comprehensive framework for corporate hedging and treasury risk management, focusing on strategies to mitigate financial risks faced by corporations. It is essential for professionals involved in treasury operations and risk management.
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.
managing vanilla and exotic options
Nassim Nicholas Taleb · 1997 · John Wiley & Sons
Dynamic Hedging offers a comprehensive approach to managing both vanilla and exotic options, emphasising the importance of risk assessment in derivatives trading. The book provides practical insights and strategies for traders and analysts in navigating complex financial instruments.
Tools for Today's Markets
Bruce Tuckman · 2022 · John Wiley & Sons
This comprehensive guide explores fixed income securities, offering essential tools and insights for navigating today's complex markets. Authored by Bruce Tuckman, it addresses critical aspects of fixed income investing, including valuation, risk management, and hedging strategies.
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.
a practitioner's guide
Iain J. Clark · 2011 · John Wiley & Sons
This comprehensive guide delves into the intricacies of pricing foreign exchange options, providing practitioners with essential tools and methodologies. It covers theoretical foundations and practical applications, making it a valuable resource for analysts and traders in the FX market.
Principles and Approaches
Iain J. Clark · 2010 · John Wiley & Sons
This book provides advanced insights into FX options pricing and models, equipping practitioners with the necessary tools to navigate the complexities of foreign exchange derivatives. It covers various pricing principles and approaches essential for effective risk management in FX markets.
Umberto Cherubini · 2010 · John Wiley & Sons
This book provides a comprehensive overview of Fourier transform methods and their applications in finance, particularly in pricing derivatives and fixed income instruments. It combines theoretical insights with practical implementations, making it a valuable resource for finance professionals and researchers.
Uwe Wystup · 2017 · John Wiley & Sons
This comprehensive guide explores FX options and structured products, providing insights into their pricing, risk management, and application in financial markets. Authored by Uwe Wystup, the book serves as a valuable resource for practitioners looking to deepen their understanding of these complex instruments.
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.
Maureen O'Hara · 1998 · John Wiley & Sons
Foundational microstructure theory.
Carol Alexander · 2009 · John Wiley & Sons
This comprehensive volume by Carol Alexander delves into market risk analysis, focusing on Value at Risk (VaR) models. It provides practitioners with essential insights into risk measurement and management, making it a vital resource for analysts and risk managers in financial institutions.
3rd Edition
David F. DeRosa · 2011 · John Wiley & Sons
Comprehensive treatment of FX options markets covering vanilla and exotic structures, pricing models, and hedging strategies.
pricing and volatility strategies and techniques
Euan Sinclair · 2010 · John Wiley & Sons
This book provides a comprehensive overview of option trading strategies, focusing on pricing and volatility techniques. It is designed for practitioners looking to enhance their understanding of options and their mathematical underpinnings in the context of financial markets.
Paul Wilmott · 2007 · John Wiley & Sons
This comprehensive introduction to quantitative finance by Paul Wilmott covers essential mathematical models and their applications in finance, including options and derivatives. It serves as a critical resource for professionals seeking to deepen their understanding of quantitative methods in financial markets.
Paul Wilmott · 2006 · John Wiley & Sons
Paul Wilmott on Quantitative Finance provides a comprehensive overview of the mathematical models and techniques used in finance, particularly in derivatives pricing and risk management. This extensive work is essential for practitioners looking to deepen their understanding of quantitative methods in financial markets.
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.
2nd Edition
Satyajit Das · 2001 · John Wiley & Sons
Comprehensive coverage of structured product categories including principal-protected notes, yield enhancement structures, and hybrid securities.
A Practitioner's Guide (Wiley Finance)
Jim Gatheral · 2006 · John Wiley & Sons
The Volatility Surface provides an in-depth exploration of the mathematical models and practical applications of volatility in derivatives trading. Authored by Jim Gatheral, this guide is essential for practitioners seeking to understand the complexities of pricing and managing options in financial markets.
building capacity and sustainability
Steven M. Bragg · 2010 · John Wiley & Sons
This comprehensive guide serves as a hands-on reference for treasury operations, focusing on building capacity and sustainability within organizations. It addresses key aspects of treasury management, including cash flow, liquidity, and funding strategies.
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.
Counterparty Credit Risk, Funding, Collateral, and Capital
Jon Gregory · 2015 · John Wiley & Sons
The XVA Challenge addresses the complexities of counterparty credit risk, funding, collateral management, and capital requirements in derivatives trading. Authored by Jon Gregory, this comprehensive guide provides practitioners with the necessary frameworks and quantitative methods to navigate these critical aspects of modern finance.