Book Recommendations
A Random Walk Down Wall Street 8e Rev & Updated
The million-copy bestseller, now fully up-to-date and ready for post-dot-com investors.
Here, in the newest edition of a perennial bestseller, Burt...
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An Introduction to the Mathematics of Financial Derivatives
This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of int...
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Complete Guide to Options Pricing Formulas
The world of options has moved beyond the simple Black-Schooles pricing model, making more types of options available. "The Complete Guide to Option P...
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Continuous-time Finance
Robert C. Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. It covers i...
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Credit Derivatives Pricing Models
Since its inception, the market for credit derivatives has shown impressive growth and is expected to hit a volume of more than $4.8 trillion by 2004....
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Dynamic Hedging
Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear se...
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Fooled by Randomness
This is a book about luck. More specifically, it is a book about how we perceive luck, twist it around and regard it as intention or purpose. What bet...
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Iceberg Risk
For all the supposed sophistication and accuracy of quantitative risk models, one key question continues to haunt portfolio managers. Why are stock ma...
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Interest–Rate Option Models
One of the first books to focus on interest rate option models, this book presents in a unified way the theoretical and practical issues involved in ...
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Investment Under Uncertainty
How should firms decide whether and when to invest in new capital equipment, additions to their workforce, or the development of new products? Why hav...
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Market Wizards
How do some of the world's most successful traders amass millions of dollars in a year - or sometimes in hours? Are they masters of a priceless wizard...
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Modern Portfolio Theory and Investment Analysis
This book covers the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into p...
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Monte Carlo Methods in Finance
"There is no book on the market to compare with Dr Jäckel′s. All the techniques, the tricks, the pitfalls of this important methodology are...
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Options Markets
This exploration of options markets blends institutional practice with theoretical research. Discusses theoretical models for the valuation of opt...
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Options, Futures and Other Derivatives
For undergraduate and graduate courses in Options and Futures, Financial Engineering, and Risk Management, typically found in business, finance, econo...
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Options, Plain and Simple
Options, Plain & Simple is a straightforward and practical guide to the fundamentals of options. It is plain because it includes only what is essentia...
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The New Market Wizards
Like its predecessor "Market Wizards", this book offers practical advice on investing from some of the most prestigious Wall Street professional in a ...
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Theory of Financial Decisions
This is a volume discussing a wide range of topics encountered in Financial decision-making. Based on courses developed by the author over several yea...
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