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

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

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

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

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

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