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Panjer, Harry H. (2006).
Operational Risk: Modeling Analytics
delves into the mathematics that might be used in measuring operational
risk. |
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Parker, Virginia R. (2005).
Managing Hedge Fund Risk is an edited collection for sophisticated
practitioners. |
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Partnoy, Frank (1997).
FIASCO is a
derivatives salesman's memoirs of his Wall Street days. |
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Partnoy, Frank (2003).
Infectious Greed is
a history of financial scandal from the late 1980s to the early 2000s. |
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Pearson, Neil D. (2002).
Risk Budgeting
introduces value-at-risk and risk budgeting for investment management. |
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Perraudin, William (2004).
Structured Credit
Products is an excellent edited collection on CDOs and related
instruments. |
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Persaud, Avinash (2003).
Liquidity Black Holes
is an edited collection on market liquidity risk. |
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Phoa, Wesley (1998).
Advanced Fixed Income Analytics
is a sophisticated book for traders and portfolio managers. |
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Picker, Anne D. (2007).
International Economic
Indicators and Central Banks is a useful survey of world central
banks and the economic indicators they use. |
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Pickett, K. H. Spencer (2005).
Auditing the Risk
Management Process describes implementing and auditing enterprise
risk management. |
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Pilipovic, Dragana (2007).
Energy Risk
is an introduction to financial engineering in the energy markets. |
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Platen, Eckhard and David Heath (2007).
A Benchmark
Approach to Quantitative Finance is a non-standard introduction to
financial engineering. |
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Pliska, Stanley R. (1997).
Introduction to
Mathematical Finance: Discrete Time Models is an intermediate
level finance text. |
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Poitras, Geoffrey (2002).
Risk Management, Speculation and Derivative
Securities discusses a variety of topics related to derivatives. |
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Poon, Ser Huang
Practical Guide to
Forecasting Financial Market Volatility is a survey of the
literature on volatility modeling. |
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Pozen, Robert (2002).
The Mutual Fund
Business is an authoritative text suitable for professionals. |
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Prigent, Jean-Luc (2007).
Portfolio
Optimization and Performance Analysis is an advanced book on static
and dynamic portfolio optimization. |
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Prins, Nomi (2004).
Other People's Money
offers an excellent account of competition in US banking following the
repeal of Glass-Steagall. |
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Pykhtin, Michael (2006).
Counterparty Credit Risk Modelling
is an edited collection on OTC derivatives credit risk or "presettlement"
risk. |
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