|
.gif) |
|
Credit Derivatives
The Definitive Guide |
|
Jon Gregory (Editor) |
 |
 |
2003 |
 |
|
|
|
Credit Derivatives:
The Definitive Guide is precisely what its name suggests. It is an
edited collection of 21 chapters on all aspects of credit derivatives.
Its depth of detail will command the attention of even experienced
sell-side professionals ... Read more |
|
|
.gif) |
|
Energy and Power Risk Management |
|
A. Eydeland and K. Wolyniec |
 |
 |
2003 |
 |
|
|
|
Eydeland and Wolyniec have written a groundbreaking book
on financial engineering in the energy and power markets. The focus is
primarily on power and natural gas, but other energies are also touched
on ... Read more |
|
|
.jpg) |
|
Exotic Options
The Cutting-edge Collection |
|
Alexander Lipton (Editor) |
 |
 |
2003 |
 |
|
|
|
During the early
1990s, Risk Magazine was THE place to publish practitioner-oriented
research on derivatives pricing. Many classic papers appeared between its
covers. Today, other publications attract much of this research, but RISK
continues to play an important role—as evidenced by this edited collection of 42
research papers published in Risk between 1999 and 2003 ...
Read more |
|
|
.gif) |
|
Credit Risk
Pricing, Measurement, and Management |
|
Darrell Duffie and Ken Singleton |
 |
 |
2003 |
 |
|
|
|
With the emergence or
credit derivatives and increased concerns about counterparty risk,
financial engineers have been exploring ways to incorporate credit
considerations into standard financial engineering practice. Two
pioneers in this emerging field are Darrell Duffie and Ken Singleton.
With this book, they provide an accessible introduction to the field ...
Read more |
|
|
.jpg) |
|
Managing Bank Risk |
|
|
|
Morton Glantz has
written a "soup-to-nuts" text on the commercial lending process within
banks. The book is exceptional, offering both breadth and depth of
coverage ... Read more |
|
|
.gif) |
|
Financial Risk Management |
|
|
|
Allen's years of experience with JPMorgan Chase shine
through with this practical and insightful text. While the book has
brief chapters on credit risk and operational risk, it is primarily a
text on market risk management ...
Read more |
|
|
|