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The LIBOR Market Model in Practice
Dariusz Gatarek
The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate...
Frequently Asked Questions in Quantitative Finance
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Paul Wilmott writes, "Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops, the new products and the new models which we have to...
Handbook of Asset and Liability Management
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In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations,...
Market Risk Management for Hedge Funds
Francois Duc
This book provides a cutting edge introduction to market risk management for Hedge Funds, Hedge Funds of Funds, and the numerous new indices and clones launching coming to market on a near daily basis. It will present the fundamentals of...
Market Risk Analysis, Value at Risk Models
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Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. Building on the three previous volumes this book provides by far the most comprehensive,...
The Handbook of Insurance-Linked Securities
Pauline Barrieu
Luca Albertini and Pauline Barrieu are to be congratulated on this volume. Written in a period where structured projects in finance are having a difficult time, it is worthwhile to return to the cradle of securitisation: insurance. Spread out...
Market Risk Analysis, Practical Financial Econometrics
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Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a...
Stochastic Claims Reserving Methods in Insurance
Michael Merz
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for...
Practical Portfolio Performance Measurement and Attribution
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Practical Performance Measurement and Attribution provides a clear introduction to the subject of performance measurement. Focusing more on the practical use and calculation of performance returns rather than the academic background it will help...
Finite Difference Methods in Financial Engineering
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The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in...
The Split Capital Investment Trust Crisis
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Split capital investment trusts (splits) became fashionable in the late 1990s but the splits boom led to some spectacular collapses as the bear market unfolded. Despite warnings from certain analysts, academics and journalists, over 20 splits...
Governance, Compliance and Supervision in the Capital Markets, + Website
Sarah Swammy
The definitive guide to capital markets regulatory compliance Governance, Compliance, and Supervision in the Capital Markets demystifies the regulatory environment, providing a practical, flexible roadmap for compliance. Banks and financial...
Financial Institutions, Valuations, Mergers, and Acquisitions
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THE DEFINITIVE GUIDE TO NAVIGATING TODAY'S FINANCIAL SERVICES INDUSTRY From «one-stop shopping» for financial services to major structural shifts within the industry, rapid changes in information technology, trends toward business combinations,...
The Valuation of Financial Companies
Mario Massari
This book presents the main valuation approaches that can be used to value financial institutions. By sketching 1) the different business models of banks (both commercial and investment banks) and insurance companies (life, property and casualty...
The Enlargement of the European Union
Ine Lejeune
The Enlargement of the European Union: A Guide for the Entrepreneur is a practical reference book for business and financial investors looking at changes and opportunities arising from the expansion of Europe. It provides coverage of all the...
The Management of Mergers and Acquisitions
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The Management of Mergers and Acquisitions is far away from the perfect, polished presentations of the merchant bankers in which value creation is all too often just the result of a well-executed PowerPoint presentation. Philippe Very takes us...
Fundamentals of Global Operations Management
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Fundamentals of Global Operations Management, 2nd Edition provides an overview of the fundamentals of the operations functions and is suitable for people working in any organization in the financial markets. Key issues affecting the industry are...
Economics and Finance of Risk and of the Future
Robert Kast
This book uses real-world examples to show how individual and collective risks can be blended and treated in a reliable decision-making framework that draws its inspiration from decision theory and market based mechanisms. It then goes into...
An Introduction to Options Trading
Frans de Weert
Explaining the theory and practice of options from scratch, this book focuses on the practical side of options trading, and deals with hedging of options and how options traders earn money by doing so. Common terms in option theory are explained...
Handbook of Finance, Financial Markets and Instruments
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Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses...
The Practical Guide to Wall Street
Matthew Tagliani
The Practical Guide to Wall Street is an indispensable resource for anyone who aspires to a front-office sales or trading position on Wall Street and an essential desk reference for market practitioners and those who interact with this exciting...
Institutional Banking for Emerging Markets
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In today's competitive banking industry, institutional banking is attracting greater interest. Under the globalization umbrella, inter-bank business is undergoing dynamic change and is transcending the boundaries of traditional correspondent...
Paul Wilmott Introduces Quantitative Finance
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Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul...
The Road to Financial Reformation
Henry Kaufman
Our financial crisis: what happened, how we got here, and what needs to be done Henry Kaufman-an esteemed economist and statesman-is one of the most preeminent financial figures of the day, with a history of success from the 1980s, when his...
Implementing Models of Financial Derivatives
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Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivatives. Aimed at readers who are already familiar with the basics of VBA it emphasizes a fully...
Living in a Material World
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At a time when the world is grappling with rising food and energy prices and climate change, Living in a Material World provides an insight into some of the contributing factors behind these challenges. The emergence of new consumers in China,...
The Investment Industry for IT Practitioners
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Giving IT professionals in financial services firms a rounded and comprehensive grounding in their knowledge of their industry, this book offers a primer on the major financial instruments, transactions, and processes, as well as a sound...
Trading and Investing in the Forex Markets Using Chart Techniques
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The financial markets are made up of people from very diverse backgrounds but whether by long or short term investment these market participants all have a desire to win by varying degrees. Many market participants, especially short term traders...
An Introduction to International Capital Markets
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Fully revised and updated from the hugely popular first edition, this book is an accessible and convenient one-volume introduction to international capital markets, ideal for those entering or planning to enter investment banking or asset...
Equity and Index Options Explained
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In 2007 over 400 million equity option contracts were traded but it is a volatile market, prices are ever changing with supply and demand – the only certainty is that they will change. With little knowledge or experience, an uninformed decision...
Levy Processes in Credit Risk
Wim Schoutens
This book is an introductory guide to using L?vy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products...
Market Risk Analysis, Quantitative Methods in Finance
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Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards...
Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments
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Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the...
The Secret Code of Japanese Candlesticks
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A simple guide for using Japanese candlesticks correctly, and profitably Candlesticks have gotten a lot of attention lately, but few traders truly know how to use them wisely and profitably. Without the proper context, candlestick charting won't...
The Making of Monetary Policy in the UK, 1975-2000
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Over the quarter of a century with which this book is concerned, the UK has had an extraordinarily diverse experience of monetary policy and monetary regimes. Monetary policy has been transformed, from attempts to control broad money from the...
A Practical Guide to Forecasting Financial Market Volatility
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Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no...
The Simple Rules of Risk
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In an age where companies and financial institutions are keenly focused on managing the financial risk of their operations, the implementation of quantitative methods and models has been of tremendous help. Tools such as VaR, credit VaR,...
The Investor's Guide to Economic Fundamentals
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A complete guide to key market features and their impact on each of the main areas of investment This comprehensive guide offers practical advice on how to predict and manage market risk and how to allocate assets for the best performance under...
The CFO as Business Integrator
Cedric Read
* Includes case studies, checklists, and models. * Written by the former director of PricewaterhouseCoopers and the vanguard MySAP Financials Team.
European Financial Systems in the Global Economy
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European Financial Systems in the Global Economy provides an overview of sources of finance, types of financial intermediation and financial systems in Europe and their relative importance in the world economy. It describes market mechanisms and...
Applied C# in Financial Markets
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Applied C# in Financial Markets covers all the aspects of C# relevant to practitioners working in financial sector. It contains a practical workshop which builds on the material in the book, guiding you through all the stages of building a...
Analysis of Financial Time Series
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Provides statistical tools and techniques needed to understand today's financial markets The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to financial econometric models and their...
The Business of Investment Banking
K. Liaw Thomas
A comprehensive overview of investment banking for professionals and students The investment banking industry has changed dramatically since the 2008 financial crisis. Three of the top five investment banks in the United States have disappeared,...
Shari'ah Non-compliance Risk Management and Legal Documentations in Islamic Finance
Ahcene Lahsasna
A comprehensive guide to one of the key risk management issues in the expanding field of Islamic finance For Islamic financial institutions, Sharia non-compliance is a growing and key risk that must be carefully managed. This book offers a...
An Introduction to Analysis of Financial Data with R
Ruey Tsay S.
A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of...
You Don't Have to Drive an Uber in Retirement
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It’s never too late to start planning for retirement You Don’t Have to Drive an Uber in Retirement is a survival guide for your golden years, and a lifeline for those entering the Retirement Crisis unprepared. Roughly 45 percent of Americans...
Investing for the Long Term
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Make the smartest choices you can with this must-have read for investors by one of the world's legendary value investors World-renowned investor Francisco Garc?a Param?s shares his advice and tips on making smart investments in this must-have...
A Guide to Financial Regulation for Fintech Entrepreneurs
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The Fintech Entrepreneur’s Guide to Regulation and Regulatory Strategy Fintech has been growing dramatically over the last few years, and it is now an important sector in its own right. This means that Fintech companies, who could so far often...
Quantitative Methods for Finance and Investments
John Teall
Quantitative Methods for Finance and Investments ensures that readers come away from reading it with a reasonable degree of comfort and proficiency in applying elementary mathematics to several types of financial analysis. All of the methodology...
An Arbitrage Guide to Financial Markets
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An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot,...
