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Kaiser, T. and M. Kohne (2006).
Introduction to Operational
Risk is a short, high-level discussion of operational risk
management for banks. |
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Kalyvas, L., I. Akkizidis, I. Zourka and V.
Bouchereau (2006).
Integrating Market, Credit and Operational Risk proposes some ideas. |
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Kaminsky, Vincent (2005).
Energy Modelling is
an excellent edited collection on financial engineering in energy
markets. |
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Karatzas, I., and S. Shreve (1991).
Brownian Motion and
Stochastic Calculus is a sophisticated book on stochastic
calculus. |
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Kat, Harry M. (2001).
Structured Equity Derivatives
is suitable to someone new to OTC equity derivatives sales. |
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King, Mervyn (2000).
Bank & Brokerage Back
Office Procedures & Settlement describes capital markets
back-office operations. |
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Kirschner, S., E. Mayer and L. Kessler
(2006).
Investor's Guide to Hedge Funds is another book-as-infomercial for
hedge funds. |
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Kissell, Robert and Morton Glantz (2003).
Optimal Trading
Strategies is the definitive book on transaction costs and trading
for institutional investors. |
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Klebaner, Fima (1998).
Introduction to Stochastic
Calculus is a non-measure-theoretic introduction to stochastic
calculus. |
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Knight, J. and S. Satchell (eds.) (2007). Forecasting Volatility
is an authoritative survey of current literature on financial time
series analysis. |
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Kolb, Robert W. (1998).
Understanding Futures
Markets is a classic introduction to futures. |
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Kolb, Robert W. (2002).
Futures, Options and
Swaps is a practical introduction to derivatives and financial
engineering. |
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Kothari, Vinod (2006).
Securitization is an
outstanding, comprehensive handbook on MBSs, ABSs and CDOs. |
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Kotz, Samuel and Saralees Nadarajah (2000).
Extreme Value Distributions Is an accessible introduction. |
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Krgin, Dragomir (2002).
Handbook of Global Fixed
Income Calculations is a reference on global bond conventions. |
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Kritzman, Mark (2003).
The Portable Financial
Analyst is a handy non-technical book covering many topics in
financial mathematics. |
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Kuhn, Jochen (2006).
Optimal Risk-Return
Trade-Offs of Commercial Banks explores the suitability of capital
markets' RAPMs for bank loan portfolios. |
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Kuznetsov, Alex (2006).
Complete
Guide to Capital Markets for Quantitative Professionals is for
readers contemplating a career move into finance. |
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Kyprianou, A., W. Schoutens, P. Wilmott
(2005).
Exotic Option Pricing and Advanced Levy Models explores cutting-edge
research. |
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