Best Books of 2004

<body topmargin="0" leftmargin="0" stylesrc="../_private/template_title.htm" bgcolor="#FFFFFF" link="#333366" vlink="#000000" alink="#000000"> <table border="0" cellspacing="0" width="100%" cellpadding="10" style="border-collapse: collapse" bordercolor="#111111" id="table1"> <tr> <td width="50%" bgcolor="#FFFFCC"> <p class="header_black">Best Books of 2004</td> <td width="33%" bgcolor="#FFFFCC"> <p class="header2_black" align="center">Listed in no<br> particular order.</td> </tr> </table> <div align="left"> <table border="0" cellspacing="4" style="border-collapse: collapse" bordercolor="#111111" width="100%" cellpadding="0" id="table2"> <tr> <td width="740" bgcolor="#FFFFFF"> <p align="center"><img border="0" src="../images/best_of_award_2004_header.gif" width="350" height="150"><div align="center"> <table border="0" cellpadding="10" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="468" id="table3"> <tr> <td> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td></tr> </table> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table4"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap3"> <area href="../titles/van_deventer_imai_mesler_(2004).htm" shape="rect" coords="0, 0, 133, 199"> </map> <img border="0" src="../images/book_van_deventer_imai_mesler_(2004).gif" usemap="#FPMap3" width="134" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table5"> <tr> <td width="100%"> <p class="book_title">Advanced Financial Risk Management</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table6"> <tr> <td width="100%" colspan="5"> <p class="book_details">D. van Deventer, K. Imai, M. Mesler</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap1"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap1" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap2"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_3.gif" usemap="#FPMap2" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap4"> <area target="_self" href="../titles/van_deventer_imai_mesler_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap4" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0470821264/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0470821264"> <input type="hidden" name="asin.0470821264" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Do you think you have already read everything there is out there on financial risk management? Through the 1990's, so many books were published that all explored the same recurring themes. Fortunately, that started to change in 2003. I consider the two significant books of that year</strong> ... <a href="../titles/van_deventer_imai_mesler_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table7"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap70"> <area href="../titles/schwartz_and_francioni_(2004).htm" shape="rect" coords="0, 0, 131, 199"> </map> <img border="0" src="../images/book_schwartz_and_francioni_(2004).gif" usemap="#FPMap70" width="132" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table8"> <tr> <td width="100%"> <p class="book_title"><span style="font-size: 13pt">Equity Markets in Action</span><br> <font size="2">Fundamentals of Liquidity, Market Structure & Trading</font></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table9"> <tr> <td width="100%" colspan="5"> <p class="book_details">R. Schwartz and R. Francioni</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap71"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/star_6.gif" usemap="#FPMap71" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap72"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/tech_1.gif" usemap="#FPMap72" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap73"> <area target="_self" href="../titles/schwartz_and_francioni_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap73" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/047146922X/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=047146922X"> <input type="hidden" name="asin.047146922X" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Books like this are rare. Positioning themselves at a point of convergence for practice and academic theory, authors Schwartz and FrancioniIt have written an outstanding book on today's equity markets. They use liquidity as a motivator for a wide ranging discussion of the forces shaping modern equity exchanges</strong> ... <a href="../titles/schwartz_and_francioni_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table10"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap66"> <area href="../titles/bacon_carl_(2004).htm" shape="rect" coords="0, 0, 138, 199"> </map> <img border="0" src="../images/book_bacon_carl_(2004).gif" usemap="#FPMap66" width="139" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table11"> <tr> <td width="100%"> <p class="book_title">Practical Portfolio Performance Measurement and Attribution</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table12"> <tr> <td width="100%" colspan="5"> <p class="book_details">Carl Bacon</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap67"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap67" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap68"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_2.gif" usemap="#FPMap68" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap69"> <area target="_self" href="../titles/bacon_carl_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap69" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0470856793/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0470856793"> <input type="hidden" name="asin.0470856793" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">This is a wonderful book for anyone who works with portfolio management—and especially those who compile or analyze performance results. It is a treasure trove of all the important formulas for calculating portfolio returns, benchmark returns, portfolio risk or performance attribution. Appendices provide the actual text for various standards</strong> ... <a href="../titles/bacon_carl_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table13"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap59"> <area href="../titles/cont_and_tankov_(2004).htm" shape="rect" coords="0, 0, 123, 199"> </map> <img border="0" src="../images/book_cont_and_tankov_(2004).gif" usemap="#FPMap59" width="124" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table14"> <tr> <td width="100%"> <p class="book_title">Financial Models with Jump Processes</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table15"> <tr> <td width="100%" colspan="5"> <p class="book_details">Rama Cont and Peter Tankov</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap60"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/star_5.gif" usemap="#FPMap60" width="90" height="16"></td> <td width="25" class="book_details_tags"> <img border="0" src="../images/tech_5.gif" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap61"> <area target="_self" href="../titles/cont_and_tankov_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap61" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/1584884134/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=1584884134"> <input type="hidden" name="asin.1584884134" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Immediately after Black and Scholes published their groundbreaking paper, Merton proposed that geometric Brownian motion might be improved by incorporating random jumps. What vision! Today, jump diffusions are one of the most interesting tools for modeling market phenomena such as volatility smiles and leptokurtic return distributions</strong> ... <a href="../titles/cont_and_tankov_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table16"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap82"> <area href="../titles/gordon_john_(2004).htm" shape="rect" coords="0, 0, 136, 199"> </map> <img border="0" src="../images/book_gordon_john_(2004).gif" usemap="#FPMap82" width="137" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table17"> <tr> <td width="100%"> <p class="book_title">An Empire of Wealth<br> <font style="font-size: 11pt">The Epic History of American Economic Power</font></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table18"> <tr> <td width="100%" colspan="5"> <p class="book_details">John Steele Gordon</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap83"> <area href="../titles/gordon_john_(2004).htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap83" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap50"> <area href="../main/ratings.htm" shape="rect" coords="0, 1, 88, 15"> </map><img border="0" src="../images/tech_0.gif" usemap="#FPMap50" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap84"> <area target="_self" href="../titles/gordon_john_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap84" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0060505125/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0060505125"> <input type="hidden" name="asin.0060505125" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">It is fair to say that America's first export was mica. In 1607, the settlers at Jamestown mistook the shiny yellow substance for gold. Laboring in appalling squalor—and ravaged by death and disease—they loaded up a ship with the "fools gold" and sent it to London. There, it was immediately identified as worthless</strong> ... <a href="../titles/gordon_john_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table19"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap62"> <area href="../titles/cairns_andrew_(2004).htm" shape="rect" coords="0, 0, 130, 199"> </map> <img border="0" src="../images/book_cairns_andrew_(2004).gif" usemap="#FPMap62" width="131" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table20"> <tr> <td width="100%"> <p class="book_title">Interest Rate Models<br> <font size="3">An Introduction</font></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table21"> <tr> <td width="100%" colspan="5"> <p class="book_details">Andrew Cairns</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap63"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap63" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap64"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_5.gif" usemap="#FPMap64" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap65"> <area target="_self" href="../titles/cairns_andrew_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap65" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0691118949/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0691118949"> <input type="hidden" name="asin.0691118949" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body">This is a practical, hands-on introduction to fixed income financial engineering in complete markets. It is suitable for readers who have already mastered financial engineering for equity underliers and want to extend their skills to modeling term structures ... <a href="../titles/cairns_andrew_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table22"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap53"> <area href="../titles/persaud_avinash_(2003).htm" shape="rect" coords="0, 0, 135, 199"> </map> <img border="0" src="../images/book_persaud_avinash_(2003).gif" usemap="#FPMap53" width="136" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table23"> <tr> <td width="100%"> <p class="book_title">Liquidity Black Holes</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table24"> <tr> <td width="100%" colspan="5"> <p class="book_details">Avinash D. Persaud (Ed.)</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap51"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/star_5.gif" usemap="#FPMap51" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap52"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/tech_2.gif" usemap="#FPMap52" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap54"> <area target="_self" href="../titles/persaud_avinash_(2003).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap54" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/1904339131/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=1904339131"> <input type="hidden" name="asin.1904339131" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Liquidity is one of those concepts that means different things to different people. It is extremely difficult to even come up with a unifying definition. While there are numerous books available on market risk and credit risk, shelves are largely bare when it comes to liquidity risk. That fact alone makes this edited collection noteworthy</strong> ... <a href="../titles/persaud_avinash_(2003).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table25"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap74"> <area href="../titles/focardi_and_fabozzi_(2004).htm" shape="rect" coords="0, 0, 132, 199"> </map> <img border="0" src="../images/book_focardi_and_fabozzi_(2004).gif" usemap="#FPMap74" width="133" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table26"> <tr> <td width="100%"> <p class="book_title">Mathematics<br> <font style="font-size: 11pt">of Financial Modeling & Investment Management</font></td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table27"> <tr> <td width="100%" colspan="5"> <p class="book_details">Sergio Focardi and Frank Fabozzi</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap75"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap75" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap76"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_3.gif" usemap="#FPMap76" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap77"> <area target="_self" href="../titles/focardi_and_fabozzi_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap77" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0471465992/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0471465992"> <input type="hidden" name="asin.0471465992" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Finance is only the second field of human endeavor (after physics) that draws on essentially every branch of mathematics: calculus, linear algebra, probability, differential equations, measure theory, stochastic calculus. This outstanding reference surveys it all, detailing results that are important for financial professionals and illustrating them with examples</strong> ... <a href="../titles/focardi_and_fabozzi_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table28"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap55"> <area href="../titles/cherubini_luciano_vecchiato_(2004).htm" shape="rect" coords="0, 0, 134, 199"> </map> <img border="0" src="../images/book_cherubini_luciano_vecchiato_(2004).jpg" usemap="#FPMap55" width="135" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table29"> <tr> <td width="100%"> <p class="book_title">Copula Methods in Finance</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table30"> <tr> <td width="100%" colspan="5"> <p class="book_details">U. Cherubini, E. Luciano, W. Vecchiato</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap56"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap56" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap57"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_5.gif" usemap="#FPMap57" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap58"> <area target="_self" href="../titles/cherubini_luciano_vecchiato_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap58" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0470863447/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0470863447"> <input type="hidden" name="asin.0470863447" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Copulas are currently one of the hot topics in quantitative finance. In a nutshell, copulas are a generalization of correlation. Suppose you have marginal distributions for the components of a random vector. With copulas, you can fill in the interdependencies between those components to obtain the joint distribution of the random vector. Depending on what copula you use, you can achieve different interdependencies</strong> ... <a href="../titles/cherubini_luciano_vecchiato_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> </div> <div align="center"> <table border="0" cellpadding="6" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table31"> <tr> <td valign="top" align="right" height="198" width="150"> <p align="left"> <map name="FPMap78"> <area href="../titles/ross_stephen_(2004).htm" shape="rect" coords="0, 0, 134, 199"> </map> <img border="0" src="../images/book_ross_stephen_(2004).gif" usemap="#FPMap78" width="135" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" width="100%" id="table32"> <tr> <td width="100%"> <p class="book_title">Neoclassical Finance</td> </tr> <tr> <td width="102%" class="book_details_tags" valign="top" height="16" align="left"> <table border="0" cellpadding="2" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table33"> <tr> <td width="100%" colspan="5"> <p class="book_details">Stephen Ross</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap79"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap79" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap80"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_3.gif" usemap="#FPMap80" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2004</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap81"> <area target="_self" href="../titles/ross_stephen_(2004).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap81" width="90" height="25" ></td> <td class="book_details_tags" align="right" valign="top"> <script language="JavaScript"> function popUp(URL,NAME) { amznwin=window.open(URL,NAME,'location=yes,scrollbars=yes,status=yes,toolbar=yes,resizable=yes,width=380,height=450,screenX=10,screenY=10,top=10,left=10'); amznwin.focus();} document.open(); document.write("<a href=javascript:popUp('http://buybox.amazon.com/exec/obidos/redirect?tag=contingencyanaly&link_code=xsc&creative=23424&camp=2025&path=/dt/assoc/tg/aa/xml/assoc/-/0691121389/contingencyanaly/ref=ac_bb1_,_amazon')><img border=0 src=../images/pointer_amazon.gif alt='Buy from Amazon.com' ></a>"); document.close(); </script> <noscript> <form method="POST" action="http://buybox.amazon.com/o/dt/assoc/handle-buy-box=0691121389"> <input type="hidden" name="asin.0691121389" value="1"> <input type="hidden" name="tag-value" value="contingencyanaly"> <input type="hidden" name="tag_value" value="contingencyanaly"> <input type="image" name="submit.add-to-cart" value="Buy from Amazon.com" border="0" src="../../../titles/src=images/pointer_amazon.gif"> </form></noscript> </td> </tr> </table> </td> </tr> <tr> <td class="book_details_tags" valign="top" align="left"> <p class="body"><strong style="font-weight: 400">Author Stephen Ross is perhaps best known for developing the arbitrage pricing theory (APT). He also co-discovered risk neutral valuation, which makes possible the methodology of binomial tree pricing</strong> ... <a href="../titles/ross_stephen_(2004).htm">Read more</a></td> </tr> </table> </td> </tr> </table> <table border="0" cellpadding="10" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="468" id="table34"> <tr> <td> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td></tr> </table> </div> </td> <td bgcolor="#FFFFFF">  <p> </td> </tr> </table> </div> <div align="center"> <center> <table border="0" cellpadding="10" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table35"> <tr> <td width="50%" bgcolor="#FFFFCC" align="center" valign="top"> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td><td width="50%" bgcolor="#CCCCFF" align="center"> <div align="center"> <center> <table border="0" cellpadding="0" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" id="table36"> <tr> <td> <p class="body" style="margin-bottom: 6; 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