Best Books of 2005

<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 2005</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_2005_header.gif" width="350" height="150"></td> <td bgcolor="#FFFFFF">  </td> </tr> </table> </div> <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="FPMap821"> <area href="../titles/bomfim_antulio_(2005).htm" shape="rect" coords="0, 0, 131, 199"> </map> <img border="0" src="../images/book_bomfim_antulio_(2005).gif" usemap="#FPMap821" 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="table5"> <tr> <td width="100%"> <p class="book_title">Understanding Credit Derivatives<br> <font size="3">and Related Instruments</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="table6"> <tr> <td width="100%" colspan="5"> <p class="book_details">Antulio N. Bomfim</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap862"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/star_6.gif" usemap="#FPMap862" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap822"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map><img border="0" src="../images/tech_3.gif" usemap="#FPMap822" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap823"> <area target="_self" href="../titles/bomfim_antulio_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap823" 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/-/0121082652/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=0121082652"> <input type="hidden" name="asin.0121082652" 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">There are plenty of introductions to credit derivatives and related structured products. This is the one to read. It covers the products, the market, applications, pricing and risk measurement</strong>... <a href="../titles/bomfim_antulio_(2005).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="FPMap783"> <area coords="0, 0, 133, 199" shape="rect" href="../titles/altman_resti_sironi_(2005).htm"> </map> <img border="0" src="../images/book_altman_edward_(2005).gif" usemap="#FPMap783" 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="table8"> <tr> <td width="100%"> <p class="book_title">Recovery Risk</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">E. Altman, A. Resti, A. Sironi</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap784"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap784" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap861"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_2.gif" usemap="#FPMap861" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap785"> <area target="_self" href="../titles/altman_resti_sironi_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap785" 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/-/1904339506/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=1904339506"> <input type="hidden" name="asin.1904339506" 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">Readers will recognize Edward Altman as the inventor of the famous Altman's Z Score for assessing a corporation's credit quality. Here he has teamed up with Andrea Resti and Andrea Sironi to prepare an edited collection of articles on recovery risk</strong> ... <a href="../titles/altman_resti_sironi_(2005).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="FPMap51"> <area href="../titles/gasparino_charles_(2005).htm" shape="rect" coords="0, 0, 131, 199"> </map> <img border="0" src="../images/book_gasparino_charles_(2005).gif" usemap="#FPMap51" 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="table11"> <tr> <td width="100%"> <p class="book_title">Blood on the Street</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">Charles Gasparino</td> </tr> <tr> <td width="50" 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/star_5.gif" usemap="#FPMap52" 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"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap863"> <area target="_self" href="../titles/gasparino_charles_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap863" 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/-/0743250230/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=0743250230"> <input type="hidden" name="asin.0743250230" 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">The more things change, the more they stay the same on Wall Street. Here is the story of how equity analysts at major brokerage firms hyped the stocks of internet firms in exchange for lucrative investment banking business from those same firms. Their mischief fueled a powerful bubble in technology stocks that collapsed in 2000. Author Gasparino was a reporter for the <i>Wall Street Journal</i> while all this was going on. His account, along with Partnoy's broader (<a href="../titles/partnoy_frank_(2003).htm">2003</a>) book, represents the best treatment available of the go-go 1990's.</strong> ... <a href="../titles/gasparino_charles_(2005).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="FPMap864"> <area href="../titles/roman_steven_(2005).htm" shape="rect" coords="0, 0, 129, 199"> </map> <img border="0" src="../images/book_roman_steven_(2005).jpg" usemap="#FPMap864" width="130" 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">Introduction to the Mathematics of 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="table15"> <tr> <td width="100%" colspan="5"> <p class="book_details">Steven Roman</td> </tr> <tr> <td width="50" 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/star_5.gif" usemap="#FPMap2" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap3"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_4.gif" usemap="#FPMap3" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap865"> <area target="_self" href="../titles/roman_steven_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap865" 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/-/0387213759/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=0387213759"> <input type="hidden" name="asin.0387213759" 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">Despite its title, this is an introductory financial engineering text. The author is a math professor who, with this book, makes financial engineering concepts accessible to readers with a strong background in basic calculus and probability theory but with little other background in math. In this respect, the book competes with the likes of Baxter and Rennie (<a href="../titles/baxter_and_rennie_(1996).htm">1996</a>), Chriss (<a href="../titles/chriss_n_(1997).htm">1997</a>), Neftci (<a href="../titles/neftci_s_(2000).htm">2000</a>) and .</strong>.. <a href="../titles/roman_steven_(2005).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="FPMap7"> <area href="../titles/shephard_n_(2005).htm" shape="rect" coords="0, 0, 133, 199"> </map> <img border="0" src="../images/book_shephard_n_(2005).gif" usemap="#FPMap7" 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="table17"> <tr> <td width="100%"> <p class="book_title">Stochastic Volatility<br> <font size="3">Selected Readings</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">Neil Shephard</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap866"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap866" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap6"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_5.gif" usemap="#FPMap6" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap867"> <area target="_self" href="../titles/shephard_n_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap867" 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/-/0199257205/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=0199257205"> <input type="hidden" name="asin.0199257205" 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 edited collection of seminal research papers on stochastic volatility models is a cute idea. To place it in context, you need a little background. Back in 1995, ARCH/GARCH models were sweeping Wall Street. They were a hot topic in econometrics research, and their discoverer, Robert Engle, edited a <a href="../titles/engle_r_(1995).htm">collection</a> of seminal papers on the topic</strong> ... <a href="../titles/shephard_n_(2005).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="FPMap840"> <area href="../titles/zuckoff_mitchell_(2005).htm" shape="rect" coords="0, 0, 134, 199"> </map> <img border="0" src="../images/book_zuckoff_mitchell_(2005).jpg" usemap="#FPMap840" 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="table20"> <tr> <td width="100%"> <p class="book_title">Ponzi's Scheme</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">Mitchell Zuckoff</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap841"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap841" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap842"> <area href="../main/ratings.htm" shape="rect" coords="0, 1, 88, 15"> </map><img border="0" src="../images/tech_0.gif" usemap="#FPMap842" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap843"> <area target="_self" href="../titles/zuckoff_mitchell_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap843" 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/-/0812968360/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=0812968360"> <input type="hidden" name="asin.0812968360" 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">Almost a hundred years ago, in an impoverished Alabama mining town, a young woman was severely burned when a stove exploded. As she lay wasting away in a hospital bed, her doctor pleaded for anyone to donate a skin graft that might save her life. Days went by and no one stepped forward. Finally, a stranger in town, an ex-convict with dreams of bringing water and electricity to the town, heard of the woman's plight and offered his own skin. He risked his life but saved hers</strong> ... <a href="../titles/zuckoff_mitchell_(2005).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="FPMap786"> <area coords="0, 0, 134, 199" shape="rect" href="../titles/topper_jurgen_(2005).htm"> </map> <img border="0" src="../images/book_topper_jurgen_(2005).gif" usemap="#FPMap786" 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="table23"> <tr> <td width="100%"> <p class="book_title">Financial Engineering with Finite Elements</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">Jurgen Topper</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap787"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap787" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap788"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_5.gif" usemap="#FPMap788" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap789"> <area target="_self" href="../titles/topper_jurgen_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap789" 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/-/0471486906/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=0471486906"> <input type="hidden" name="asin.0471486906" 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">Finite elements are an invaluable technique for solving financial engineering problems that are presented as partial differential equations. This is a highly specialized topic with a vast literature crossing multiple disciplines. What Topper has done is compile a detailed survey of methodologies that are useful in finance</strong> ... <a href="../titles/topper_jurgen_(2005).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="FPMap868"> <area href="../titles/taylor_stephen_(2005).htm" shape="rect" coords="0, 0, 134, 199"> </map> <img border="0" src="../images/book_taylor_stephen_(2005).gif" usemap="#FPMap868" 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="table26"> <tr> <td width="100%"> <p class="book_title">Asset Price Dynamics, Volatility, and Prediction</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">Stephen J. Taylor</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap869"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap869" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap870"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_3.gif" usemap="#FPMap870" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap871"> <area target="_self" href="../titles/taylor_stephen_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap871" 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/-/0691115370/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=0691115370"> <input type="hidden" name="asin.0691115370" 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 great book for someone—academic or practitioner—who is new to financial time series analysis and needs an accessible introduction. The book is actually a wide ranging survey of topics in financial econometrics. It is much like an updated version of Campbell, Lo and MacKinlay (<a href="../titles/campbell_lo_and_mackinlay.htm">1997</a>) with excellent information on ARCH and stochastic volatility models</strong> ... <a href="../titles/taylor_stephen_(2005).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="FPMap790"> <area href="../titles/schoenmakers_john_(2005).htm" shape="rect" coords="0, 0, 131, 199"> </map> <img border="0" src="../images/book_schoenmakers_john_(2005).gif" usemap="#FPMap790" 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="table29"> <tr> <td width="100%"> <p class="book_title">Robust Libor Modelling and Pricing of Derivative Products</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">John Schoenmakers</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap791"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_6.gif" usemap="#FPMap791" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap792"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_5.gif" usemap="#FPMap792" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap793"> <area target="_self" href="../titles/schoenmakers_john_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap793" 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/-/158488441X/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=158488441X"> <input type="hidden" name="asin.158488441X" 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">The Libor market model is the standard model used by derivatives dealers to price interest rate derivatives. The reason is simple. Vanilla interest rate caps are priced by convention using Black 76, and their prices are quoted in terms of Black 76 implied volatilities. The Libor market model is consistent with Black 76, so it allows cap implied volatilities to be used to price more exotic structures</strong> ... <a href="../titles/schoenmakers_john_(2005).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="FPMap762"> <area href="../titles/back_kerry_(2005).htm" shape="rect" coords="0, 0, 132, 199"> </map> <img border="0" src="../images/book_back_kerry_(2005).gif" usemap="#FPMap762" 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="table32"> <tr> <td width="100%"> <p class="book_title">A Course in Derivative Securities</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">Kerry Back</td> </tr> <tr> <td width="50" class="book_details_tags"> <map name="FPMap763"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/star_5.gif" usemap="#FPMap763" width="90" height="16"></td> <td width="25" class="book_details_tags"> <map name="FPMap764"> <area href="../main/ratings.htm" shape="rect" coords="0, 0, 89, 15"> </map> <img border="0" src="../images/tech_4.gif" usemap="#FPMap764" width="90" height="16"></td> <td width="25" class="book_details_tags"> 2005</td> <td width="90%" class="book_details_tags" align="right" valign="top"> <p align="right"><map name="FPMap765"> <area target="_self" href="../titles/back_kerry_(2005).htm" shape="rect" coords="0, 0, 90, 25" > </map> <img border="0" src="../images/pointer_review.gif" usemap="#FPMap765" 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/-/3540253734/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=3540253734"> <input type="hidden" name="asin.3540253734" 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" style="margin-bottom: 6"><strong style="font-weight: 400">Okay, there are numerous financial engineering textbooks on the market. A lot of them are excellent, and this one is too. How do you pick the right one for self study or for a course you may need to teach? My job is to help you answer that question, so what can I say about this book?</strong><p class="body" style="margin-top: 6"><strong style="font-weight: 400"> It is a practical introduction to the mathematics of financial engineering</strong> ... <a href="../titles/back_kerry_(2005).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> <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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