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Saita, Francesco (2007). Value-at-Risk and Bank Capital Management looks at bank capital management.

Salsburg, David (2001). Lady Tasting Tea is a wonderful, non-technical history of statistics.

Satchell, Stephen and Alan Scowcroft (2003). Advances in Portfolio Construction and Implementation is an edited collection of research papers.

Saunders, Anthony and Linda Allen (2002). Credit Risk Measurement compares industry standard models for measuring portfolio credit risk.

Scandizzo, Sergio (2007). Operational Risk Manager's Guide is an outstanding, practical text.

Schachter, Barry (2004). Intelligent Hedge Fund Investing is an edited collection for institutional investors.

Scherer, Bernd (2004). Portfolio Construction and Risk Budgeting offers an accessible "bridge" between basic portfolio theory and more advanced topics.

Scherer, Bernd (2005). Liability Hedging and Portfolio Choice is a thought-provoking look at pension fund asset management.

Schmid, Bernd (2004). Credit Risk Pricing Models surveys the literature and presents the author's own three-factor term structure model for defaultable instruments.

Schoenfeld, Steven (2004). Active Index Investing is an edited collection on indexing and related topics.

Schoenmakers, John (2005). Robust Libor Modelling and Pricing of Derivative Products is a definitive text on the Libor market model.

Schonbucher, Philipp J. (2003) Credit Derivatives Pricing Models is the gold standard for credit derivatives financial engineering.

Schroeck, Gerhard (2002). Risk Management and Value Creation in Financial Institutions is a theoretician's text on risk management and capital allocation.

Schwartz, Robert  and Reto Francioni (2004). Equity Markets in Action is a sophisticated book on today's equity markets.

Schwartz, R., J. A. Byrne, A. Colaninno (2005). Coping With Institutional Order Flow is the edited transcripts from a trading conference.

Schwartz, R., J. A. Byrne, A. Colaninno (2007). The New NASDAQ Marketplace is an edited transcript of a 2005 conference.

Scott, Nigel (2003). Agribusiness and Commodity Risk discusses the use of derivatives in soft commodity markets.

Seydel, Rüdiger (2002). Tools for Computational Finance is a highly practical intermediate-level financial engineering text.

Sharpe, William (2006). Investors and Markets is a non-technical introduction to portfolio theory based on state prices.

Shephard, Neil (2005). Stochastic Volatility is an edited collection of seminal papers on stochastic volatility models.

Shimpi, Prakash (2001). Integrating Corporate Risk Management is describes financial products that straddle the insurance and capital markets.

Shirreff, David (2004). Dealing With Financial Risk is the closest thing we have to a history of the fledgling financial risk management industry.

Shreve, Steven (2004). Stochastic Calculus for Finance, Volume I is a discrete-time introduction to financial engineering.

Shreve, Steven (2004). Stochastic Calculus for Finance, Volume 2 is a continuous-time introduction to financial engineering.

Silber, William (2007). When Washington Shut Down Wall Street is a fascinating story of the United States on the gold standard at the opening of World War I.

Simmons, Michael (2002). Securities Operations is the definitive text on back office procedures for securities firms.

Singleton, Kenneth (2006). Empirical Dynamic Asset Pricing is an advanced financial engineering book.

Sioshamsi, F. and W. Pfaffenberger (2006). Electricity Market Reform looks at deregulation initiatives around the world.

Skinner, chris (2007). The Future of Investing in Europe's Markets after MiFID is an edited collection.

Smith, Rebecca and John R. Emshwille (2003). 24 Days is the personal account of the two Wall Street Journal reporters who broke the Enron story.

Solnik, Bruno and Dennis McLeavey (2003) International Investments is a broad introduction.

Sondermann, Dieter (2006). Introduction to Stochastic Calculus for Finance adopts a new approach to explaining stochastic calculus first proposed by Follmer.

Spaulding, David (2003). Investment Performance Attribution is an accessible introduction to performance attribution for equity and fixed income portfolios.

Squires, S. , C. Smith, L. McDougall, W. Yeack (2003). Inside Arthur Andersen is four former employees' account of the firm's demise.

Stabile, Donald, R. (2005). Forerunners of Modern Financial Economics is a history of finance focusing on the period 1900 - 1950.

Steele, Michael (2001). Stochastic Calculus and Financial Applications is a sophisticated text.

Steiner, Robert (1997). Mastering Repo Markets is an excellent introduction to world repo markets.

Stewart, James (1991). Den of Thieves is an engrossing account of insider trading, collusion and other crimes during the 1980s.

Stigum, Marcia and Franklin L. Robinson (1996). Money Market & Bond Calculations is a reference for fixed income day-count and pricing conventions.

Stolz, Stephanie (2007). Bank Capital and Risk Taking is a academic book assessing the impact of capital adequacy regulations on banks' behavior.

Stone, Charles A. and Anne Zissu (2005). Securitization Markets Handbook is an introduction to mortgage-backed and asset-backed securities.

Strachman, Daniel (2007). Fundamentals of Hedge Fund Management offers advice for prospective hedge fund managers.

Stroock, Daniel and S.R.S. Varadhan (1987). Kiyosi Ito: Selected Papers is an edited collection.

Stulz, Rene (2003). Risk Management & Derivatives describes the use of derivatives in corporate risk management.

Sturm, Fletcher J. (1997). Trading Natural Gas is the definitive book on natural gas trading.

Sullivan, Rodney (2007). Global Perspectives on Investment Management is an edited collection on a range of topics important to investment professionals.

Swartz, Mimi and Sherron Watkins (2003). Power Failure is an insider's account of the collapse of Enron.