|
|
|
|
|
|
|
|
 |
MacKenzie, Donald (2006).
An Engine, Not a Camera
is a fascinating history and sociological commentary on the interplay of
financial theory and practice. |
 |
Maginn, John, et al (2007).
Managing
Investment Portfolios is a broad overview of the investment
management process. |
|
Malkiel, Burton (2007).
A Random Walk Down
Wall Street is a classic, accessible, compelling text on market
efficiency. |
 |
Malliaris, A. G. and W. A. Brock
(1982). Stochastic
Methods in Economics and Finance is a classic introduction. |
 |
Malliavin, Paul and Anton Thalmaier (2005).
Stochastic
Calculus of Variations in Mathematical Finance is a technical
introduction with financial applications. |
|
Mandelbrot, B. and R. Hudson (2004).
The (Mis)
Behavior of Markets promotes Mandelbrot's alternatives to the Brownian
motion, efficient markets models of finance. |
|
Mangiero, Susan (2004).
Risk Management for
Pensions, Endowments, and Foundations is an elementary book. |
|
Marchetti, Anne (2005).
Beyond Sarbanes-Oxley
Compliance offers a high-level overview of the Sarbanes-Oxley
compliance process. |
 |
Maringer, Dietmar (2005).
Portfolio Management
with Heuristic Optimization is a nice book on optimization in
finance. |
|
Markowitz, Harry M. (1959).
Portfolio
Selection is Harry Markowitz's original full-length book on
portfolio theory. |
|
Marrison, Chris (2002).
The Fundamentals
of Risk Measurement is a superb introduction to VaR and risk
management from a banking perspective. |
|
Marshall, Christopher (2000).
Measuring and Managing
Operational Risks in Financial Institutions is the most
scholarly book on operational risk. |
|
Martellini, L., P. Priaulet, S. Priaulet
(2003). Fixed-Income Securities
is a sophisticated overview of fixed income markets and associated
mathematics. |
 |
Masters, Brooke (2006).
Spoiling for a
Fight is a biography of Eliot Spitzer. |
|
Matten, Chris (2000).
Managing Bank
Capital is the definitive text on risk-adjusted performance
measures and bank capital allocation. |
|
Matz, L. and P. Neu (2006).
Liquidity Risk is an
excellent book on liquidity risk management for banks. |
|
McCarthy, Mary Pat, and Timothy P. Flynn
(2003).
Risk: From the CEO and Board Perspective offers plenty of quotations
and anecdotes. |
|
McCrary, Stuart A. (2002).
How to Create &
Manage a Hedge Fund is the definitive text on hedge funds. |
|
McCrary, Stuart A. (2005).
Hedge Fund Course is
an elementary introduction to hedge fund investing. |
|
McDonald, Robert L. (2002).
Derivatives Markets
is an introductory financial engineering text that competes with Hull (2005). |
|
McLean, Bethany and Peter Elkind (2003).
Smartest Guys in the
Room is one of the best accounts of the fall of Enron. |
 |
McLeish, Don (2005).
Monte Carlo Simulation &
Finance is an intermediate-level introduction to the Monte Carlo
method in a financial engineering context. |
|
McNeil, A., R. Frey and P. Embrechts (2005)
Quantitative Risk
Management discusses mathematical models for measuring
market, credit and operational risk. |
|
Mehrling, Perry (2005).
Fischer Black: And the
Revolutionary Idea of Finance is a biography. |
|
Meissner, Gunther (2005).
Credit Derivatives
is a nice introduction to credit derivatives and related structured
products. |
|
Merna, Tong and Faisal F. AL-Thani (2005)
Corporate Risk
Management focuses primarily on project risk management. |
|
Merton, Robert C. (1992).
Continuous Time
Finance is an edited collection of Merton's most important
papers. |
|
Meucci, Attilio (2005).
Risk and Asset Allocation
explores the mathematics of classical portfolio optimization. |
|
Meyer, Michael (2000).
Continuous Stochastic Calculus
with Applications to Finance is an advanced introduction and
reference. |
|
Mills, Terrence (1999).
The Econometric Modelling of
Financial Time Series is an intermediate level book on financial
time series analysis. |
|
Minenna, Marcello (2006).
Guide to Quantitative
Finance is a whirlwind tour of essential math and the foundations of
financial engineering. |
|
Mitchell, Lawrence (2007).
The Speculation
Economy is a fascinating history of the Gilded Age origins of the
modern corporation. |
|
Mobius, Mark (2007).
Equities: An
Introduction to Core Concepts is an introductory book primarily
targeting retail investors. |
|
Moeller, Robert (2007).
COSO Enterprise
Risk Management explains the new COSO ERM framework for corporate
risk management. |
|
Monch, Burkart (2005).
Strategic Trading in
Illiquid Markets is a sophisticated book on optimal trading
strategies for institutional investors. |
|
Morgan, Byron (1984).
Elements of Simulation is
an outstanding introduction to the Monte Carlo method. |
|
Musiela, Marek and Marek Rutkowski (2005).
Martingale Methods
in Financial Modeling covers the mathematics of financial
engineering. |
|
|
