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Labatt, S. and R. White (2007)
Carbon Finance
looks at global warming and emerging emissions trading markets. |
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Lam, James (2003).
Enterprise Risk Management
is a non-technical, high-level overview
of enterprise risk management. |
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Lamberton, D. and B. Lapeyre (1996).
Introduction to
Stochastic Calculus Applied to Finance is a classic text |
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Lando, David (2004).
Credit Risk Modeling
is a scholarly exploration of topics in credit risk modeling. |
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Lander, Guy (2003).
What is Sarbanes-Oxley is
a convenient overview of this important legislation. |
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Leautier, Thomas-Olivier (2007).
Corporate Risk Management for Value Creation focuses on price risk. |
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Lebenthal, Jim and Bernice Kanner (2006).
Confessions of a Municipal Bond Salesman
is an entertaining memoire. |
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Lee, Cheng-Few and Alice Lee (2006).
Encyclopedia of Finance is a reference on finance. |
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Lehmann, Bruce (2004).
Legacy of Fischer Black
is an edited collection of papers in commemoration of Fischer Black. |
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Lelyveld, Iman van (2006).
Economic Capital
Modeling discusses economic capital in conglomerates that combine
financial and insurance businesses. |
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Leppard, Steve (2006).
Energy Risk Management
is an elementary introduction to derivative instruments and financial
risk management in the energy markets. |
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Levine, Robert S. (2007).
Implementing
Systems Solutions for Financial Risk Management offers a broad
overview. |
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Lewis, Michael (1989).
Liars Poker
is one of the classic personal accounts of working on Wall Street. |
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Lewis, Nigel (2004).
Operational Risk with Excel
and VBA is best described as an elementary introduction to
probability and statistics. |
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Lhabitant, Francois-Serge (2002).
Hedge Funds: Myths and
Limits is a solid introduction primarily for buy-side
professionals. |
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Lhabitant, Francois-Serge (2004).
Hedge Funds: Quantitative
Insights looks at quantitative tools for assessing hedge fund
performance and risk |
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Lhabitant, Francois-Serge (2007).
Handbook
of Hedge Funds is an extensive overview and reference. |
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Lindsey, Richard and Barry Schacter (2007).
How I
[Became A] Quant offers 25 interfiews with quantitative financial
professionals. |
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Lioui, Abraham and Patrice Poncet (2005).
Dynamic Asset Allocation with Forwards and Futures is a theoretical book
about forwards and futures. |
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Lipton, Alexander (2001).
Mathematical
Methods for Foreign Exchange is about financial engineering for
foreign exchange. |
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Lipton, Alexander (2003).
Exotic Options is a
collection of financial engineering papers published in Risk Magazine
between 1999 and 2003. |
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Litterman, Bob (2003).
Modern Investment
Management is a general introductory text. |
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Loader, David (2006).
Global Operations
Management looks at back office operations primarily for fixed income
and derivatives instruments in Europe. |
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Loeffler, Gunter and Peter N. Posch (2007).
Credit Risk Modeling Using Excel and VBA is a practical, hands-on book. |
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Logue, Ann (2006).
Hedge Funds for Dummies
explains hedge funds for, well, dummies. |
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Lore, M. and L. Borodovsky (2000).
Professional's Handbook of Financial Risk Management is an
edited collection. |
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Los, Cornelis (2003).
Financial Market
Risk explores fractal geometry, Pareto stable distributions, Fourier
analysis and chaos theory applied to financial markets. |
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Lowenstein, Roger (2000).
When Genius
Failed: The Rise and Fall of Long-Term Capital Management is the
definitive history of the LTCM debacle. |
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Lowenstein, Roger (2004).
Origins of the Crash
is an account of events leading up to the market crash of the early
2000s. |
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Lucas, D., L. Goodman and F. Fabozzi (2006).
Collateralized Debt
Obligations is an excellent introduction. |
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Lucas, D., L. Goodman, F. Fabozzi, and R.
Manning (2007).
Developments in Collateralized Debt Obligations follows up on the
authors' earlier book. |
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Lyons, Richard (2001).
Microstructure Approach to
Exchange Rates offers a fascinating look at the forces
that drive foreign exchange trading. |
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