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Stigum's Money Market |
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Marcia Stigum and Anthony Crescenzi |
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2007 |
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Now in its fourth edition, this is the classic book on
the US money market. Based on hundreds of interviews with market
practitioners, it is an in-depth look at all corners of the market, from
Treasuries to repos and Eurodollar futures. Market makers, electronic
trading, and the role of the Fed are all explained. The book is rich in
history and industry folklore. There is almost no math here, just
engaging writing ...
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Futures, Options and Swaps |
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Kolb is a standard introduction to derivatives and financial
engineering in the capital markets. It covers financial futures, swaps, options
and exotics in depth. Compared to a book such as Hull (2005)),
it is ... Read more |
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Electric Power Industry |
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Denise Warkentin-Glenn |
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2006 |
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This is a wonderful,
broad overview of the US electric industry for readers who have little
or no prior experience. It is actually a very fun book to read, either
skipping among topics, or from cover to cover ...
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Complete Guide to
Option Pricing Formulas |
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This reference is a treasure trove of derivatives pricing formulas. Coverage
is expansive with analytic and numerical solutions detailed for vanillas,
ratchets, choosers, extendible options, rainbows, lookbacks, barriers, Asians,
interest rate options, ... Read more |
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After the Trade is Made |
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This is a classic book on back office securities
operations. If you are a United States based operations professional who
is primarily interested in exchange traded securities, you will probably
have a copy. Weiss is used by many financial institutions to train new
operations employees ... Read
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Introduction to Value-at-Risk |
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This short book evolved
out of lecture notes the author developed for a professional training
seminar he ran in 1998. By the author's own admission, he doesn't come
from a risk management background, so he had to research his topic to
prepare the seminar ...
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Collateralized Debt Obligations:
Structures and Analysis |
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D. Lucas, L. Goodman and F. Fabozzi |
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2006 |
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For someone who is
new to the CDO market, this is the book I most often recommend. Prior to writing
it, the authors edited a (2001)
collection covering similar material. As an introduction, that book is
largely interchangeable with this one ...
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Tools For Computational Finance |
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In an increasingly
crowded field of financial engineering titles, Seydel's Tools for
Computational Finance stands out as filling an unmet need. It is an
intermediate level text with an extremely practical focus. Read this
book immediately after you have read Baxter and Rennie (1996)
or Neftci (2000) ...
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Understanding Futures Markets |
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Now in its fifth edition, this is a classic introduction to futures
markets. Practical discussions cover exchange trading, margining, floor
vs. electronic trading and regulation. Citing many original research
paper, the book also delves into ...
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Paul Wilmott on Quantitative Finance |
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Early in his
career, Paul Wilmott was a university professor. He made a name for himself when
he teamed up with Dewynne and Howison to publish a (1993)
book on derivatives pricing that took the financial engineering world by
storm. That book didn't present new theories so much as describe in
practical but rigorous terms how the emerging theories of financial
engineering should be used on a trading floor to price exotic
derivatives. Although seriously out of date, that book remains a classic
of finance ... Read more |
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