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B

Back, Kerry (2005). A Course in Derivative Securities is an excellent, practical introduction to the mathematics of financial engineering.

Bacon, Carl (2004). Practical Portfolio Performance Measurement and Attribution is an exceptional reference.

Bainbridge, Stephen (2007). Complete Guide to Sarbanes-Oxley is an excellent book for board members, senior executives and other decision makers.

Baird, Allen J. (1993). Option Market Making should be the second book you read on options trading.

Banks, Erik (2006). Synthetic and Structured Assets is an introductory overview of structured finance.

Bartle, Robert G. (1966). The Elements of Integration and Lebesgue Measure is an introduction to measure theory—excellent for self study.

Barton, T. et al. (2002). Making Enterprise Risk Management Pay Off offers case studies of corporations managing risk.

Batchvarov, Alexander (2005). Hybrid Products is an edited collection on hybrids—convertible debt, equity default swaps, volatility futures, etc.

Baxter, Martin and Andrew Rennie (1996). Financial Calculus is an intuitive introduction to the advanced math of financial engineering.

Baz, J. and G. Chacko (2004). Financial Derivatives is an intermediate-level text on financial engineering.

Bebchuk, L. and J. Fried (2004). Pay Without Performance looks at excessive executive compensation seemingly unlinked to corporate performance.

Belmont, David (2004). Value Added Risk Management in Financial Institutions is a high-level overview of economic capital and related topics.

Benaben, Brice (2005). Inflation-Linked Products is a sophisticated edited collection.

Benhamou, Eric (2007). Global Derivatives is an introduction to derivatives and financial engineering.

Benkert, Christoph (2004). Default Risk is the author's PhD thesis, which empirically tests reduced form models.

Benth, Fred E. (2004). Option Theory with Stochastic Analysis is an introduction to financial engineering.

Berman, Mark (2006). Hedge Funds and Prime Brokers is an excellent edited collection looking at the regulation and function of prime brokers.

Bernstein, Peter L. (1993). Capital Ideas is a wonderful history of portfolio theory and related topics in finance.

Bernstein, Peter L. (1996). Against the Gods chronicles a history of theories and practices for managing risk dating back to ancient times.

Bernstein, Peter L. (2007). Capital Ideas Evolving is an unremarkable follow-up to Bernstein's classic Capital Ideas.

Best, Philip (1998). Implementing Value-at-Risk offers a non-technical introduction to value-at-risk.

Bhar, Ramaprasad and Shigeyuki Hamori (2005). Empirical Techniques in Finance is a hands-on introduction to financial econometrics.

Bhatia, Mohan (2006). Credit Risk Management & Basel II looks at bank credit risk management in a Basel II framework.

Bielecki, T. and M. Rutkowski (2002). Credit Risk is a mathematically sophisticated book on structural and reduced form models of credit risk.

Biggs, Barton (2006). Hedge Hogging is the personal account of a hedge fund manager.

Billingsley, Patrick (1995). Probability and Measure is a standard text on measure-theoretic probability.

Billingsley, Randall (2006). Understanding Arbitrage is a sort of pre-financial engineering text for readers who plan to go no further.

Bingham, N. H. and R. Kiesel (2004). Risk Neutral Valuation is a practical introduction to financial engineering theory.

Black, Keith (2004). Managing a Hedge Fund is a general introduction to hedge funds.

Blackwell, D., M. Griffiths and D. Winters (2007). Modern Financial Markets is an elementary textbook on capital markets and derivative instruments.

Bluhm, C., L. Overbeck (2006). Structured Credit Portfolio Analysis is an outstanding book on the modeling of CDOs and other "basket" credit products.

Bluhm, C., L. Overbeck and C. Wagner (2002). An Introduction to Credit Risk Modeling is a hands-on introduction to default models.

Blustein, Paul (2005). And The Money Kept Rolling In (And Out) recounts the 2001 collapse of the Argentine economy.

Boberski, David (2006). Valuing Fixed Income Futures is an excellent book on trading Treasury bond and Eurodollar futures.

Bogle, John (2005). Battle for the Soul of Capitalism is an enlightening look at all that ails investing in America.

Bookstaber, Richard (2007). Demon of Our Own Design is a notable insider's account of three decades on Wall Street.

Breton, Michele and Hatem Ben-Ameur (2005). Numerical Methods in Finance is an edited collection or research papers.

Brigo, D. and F. Mercurio (2006). Interest Rate Models: Theory and Practice—If there is a standard book on fixed income financial engineering, this is it.

Briys, E., M. Bellalah, H. M.C Mai, F. De Varenne (1998). Options, Futures, and Exotic Derivatives is a basic financial engineering text.

Broby, Daniel (2007). Equity Index Construction describes the construction of equity indexes, primarily for use as benchmarks in active management.

Brockhaus, Oliver, et al (1999). Modelling and Hedging Equity Derivatives is a sophisticated book on financial engineering for equity and hybrid derivatives.

Brockwell, Peter J. and Richard A. Davis (1991). Time Series: Theory and Methods is an advanced text on ARMA time series models.

Bruck, Connie (1989) Predators' Ball, a classic of Wall Street, describes the rise and fall of the "junk bond king" Michael Milken.

Bruyere, Richard, et al (2006). Credit Derivatives and Structured Credit is a practitioner-oriented introduction.

Bryce, Robert (2002). Pipe Dreams: Greed, Ego and the Death of Enron is the definitive account of the Enron debacle.

Bunn, Derek (2004). Modelling Prices in Competitive Electricity Markets is an edited collection for academics and theorists.

Burghardt, Galen (2003). Eurodollar Futures and Options Handbook is an update of a derivatives classic.

Burton, Katherine (2007). Hedge Hunters is a trashy book idolizing hedge fund managers.

Butler, Cormac (1999). Mastering Value-at-Risk is a hands-on introduction to the basics of value-at-risk.