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Swaps and Other Derivatives
Wiley Finance Series
Securities Operations: A Guide to Trade and Position Management
Michael Simmons
Monte Carlo Methods in Finance
Peter Jackel
Modeling, Measuring and Hedging Operational Risk
Marcelo Cruz
Building and Using Dynamic Interest Rate Models
Ken Kortanek and Vladimir Medvedev
Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes
Harry Kat
Advanced Modelling in Finance using Excel and VBA
Mary Jackson and Mike Staunton
Operational Risk: Measurement and Modelling
Jack King
Advanced Credit Risk Analysis: Financial Approach and Mathematical Models to Assess, Price and
Manage Credit Risk
Didier Cossin and Hugues Pirotte
Dictionary of Financial Engineering
John F. Marshall
Pricing Financial Derivatives: The Finite Difference Method
Domingo A. Tavella and Curt Randall
Interest Rate Modelling
Jessica James and Nick Webber
Handbook of Hybrid Instruments: Convertible Bonds, Preferred Shares, Lyons, ELKS, DECS
and Other Mandatory Convertible Notes
Izzy Nelken (ed.)
Options on Foreign Exchange, Revised Edition
David F. DeRosa
The Handbook of Equity Derivatives, Revised Edition
Jack Francis, William Toy and J. Gregg Whittaker
Volatility and Correlation in the Pricing of Equity, FX and Interest-rate Options
Riccardo Rebonato
Risk Management and Analysis vol. 1: Measuring and Modelling Financial Risk
Carol Alexander (ed.)
Risk Management and Analysis vol. 2: New Markets and Products
Carol Alexander (ed.)
Implementing Value at Risk
Philip Best
Credit Derivatives: A Guide to Instruments and Applications
Janet Tavakoli
Implementing Derivatives Models
Les Clewlow and Chris Strickland
Interest-rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-rate
Options
(second edition)
Riccardo Rebonato
Swaps and Other Derivatives
Richard Flavell
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