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Rachev, S., C. Menn and F. Fabozzi (2005).
Fat-Tailed and
Skewed Asset Return Distributions is an accessible introduction. |
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Rachev, S., S. Mittnik, F. Fabozzi, S.
Focardi and T. Jasic (2007).
Financial
Econometrics is an examples-focused introduction. |
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Rajan, A., G. McDermott and R. Roy (2007).
Structured Credit
Handbook explains the products and workings of the credit
derivatives and CDO markets. |
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Ramaswami, Srichander (2004).
Managing Credit
Risk in Corporate Bond Portfolios is a book for fixed income
portfolio managers. |
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Ramirez, Juan (2007).
Accounting for
Derivatives is a sophisticated book for knowledgeable professionals. |
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Ramos, Jose A. Soler, et al. (2000).
Financial Risk
Management: A Practical Approach for Emerging Markets is a
detailed introduction and reference. |
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Rank, Jorn (2007).
Copulas is an edited collection looking at a variety of financial
applications for copulas. |
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Rebonato, Riccardo (1998).
Interest-Rate
Option Models is an advanced book on fixed income financial
engineering. |
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Rebonato, Riccardo (2004).
Volatility and
Correlation: In the Pricing of Equity, FX and Interest Rate Options
is an advanced text. |
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Rebonato, Riccardo (2002).
Modern Pricing of
Interest Rate Derivatives is an excellent introduction to the Libor
market model. |
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Rebonato, Riccardo (2007).
Plight of the Fortune
Tellers recommends using behavioral psychology and Bayesian
probabilities to improve financial risk management. |
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Resnick, Sidney I. (1999).
A Probability Path
is an excellent introduction to measure-theoretic probability theory. |
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Resti, Andrea and Andrea Sironi (2007).
Risk Management
and Shareholder Value in Banking is an introduction to bank risk
management. |
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Reuters (2000).
An Introduction to
Commodities, Energy and Transport Markets is an excellent
introductory text. |
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Risk Books (2004).
Managing Energy Price Risk offers a sophisticated look at world
energy markets. |
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Risk Books (2003).
Advances in Operational
Risk is the gold standard for books on operational risk
management. |
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Roman, Steve (2005).
Introduction to the
Mathematics of Finance is an excellent introduction to the
mathematics of financial engineering. |
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Rogers, Douglas S. (2006).
Tax Aware Investment
Management is an excellent introduction to taxable investing. |
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Rolfe, John and Peter Troob (2000).
Monkey Business
is a first-hand account of what it is like to be a junior investment
banker. |
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Rose, Peter S. (2001).
Commercial Bank
Management is an in-depth overview of commercial bank
management. |
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Ross, Stephen (2004).
Neoclassical Finance is
a wonderful book for theoretically inclined practitioners. |
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Rouah. F. D. and G. Vainberg (2007).
Option Pricing
Models & Volatility Using Excel-VBA will have you implementing
financial engineering models in no time. |
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Royden, H. L. (1988).
Real Analysis
is the standard text in measure theory for first year graduate students
in mathematics. |
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Rubinstein, Mark (2006).
History of the Theory of
Investments is a wonderful annotated bibliography. |
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Rubinstein, Reuven Y. (1981).
Simulation and
the Monte Carlo Method is a classic introduction to the Monte
Carlo method. |
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Russell, Ray (2007).
Mutual Funds Worldwide
is a high-level introduction. |
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Ryan, Timothy (2006).
Portfolio Analysis is
an edited collection of articles relating to portfolio management. |
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