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Exchange-Traded Derivatives provides an overview of the global listed futures and options markets, and how individual exchanges and products are adapt…

In the first attempt to fully explore the controversial issues associated with the commercial application of nanotechnology, you'll find a thorough an…

Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4…

Fully revised and updated from the hugely popular first edition, this book is an accessible and convenient one-volume introduction to international ca…

Wealth management is one of the areas in which banks and other personal financial services players are investing heavily. But the market is changing f…

In an age where companies and financial institutions are keenly focused on managing the financial risk of their operations, the implementation of quan…

A practical approach to ART-an alternative method by which companies take on various types of risk This comprehensive book shows readers what ART is, …

The authors predict that the impact will be far-reaching, leading to a more liquid, mature and efficient capital market. The structure of capital mark…

This book offers an in-depth and up-to-date review of different statistical tools that can be used to analyze and forecast the dynamics of two crucial…

November 11th 2003 saw a landmark event take place in London. As the first conference designed for quants by quants the Quantitative Finance Review 20…

This book provides a secure grounding in the theory and practice of finance insofar as it deals with pension matters. By using it, the reader will und…

Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted a…

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market …

Mathematical techniques for trading and risk management. Managing Energy Risk closes the gap between modern techniques from financial mathematics and …

Currency overlay is the management of the currency exposure inherent in cross-border institutional investments. Exposure to foreign currencies increas…

Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pric…

A quick and concise guide to currency options An understanding of currency options is essential for those working in investment and foreign exchange. …

This book is about the author's amazing trip across six continents and the world economy and society. It discusses who's sinking and who's swimming, w…

The financial markets are made up of people from very diverse backgrounds but whether by long or short term investment these market participants all h…

A timely approach to downside risk and its role in stock market investments When dealing with the topic of risk analysis, most books on investments tr…

Today's market participants have a myriad of tools at their disposal. Yet the success rate is that of old – 80% to 90% of traders fail to achieve thei…

The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly m…

In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset an…

This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas…

The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much…

Currency Strategy, Second Edition develops new techniques and explains classic tools available for predicting, managing, and optimizing fluctuations i…

Over recent years there has been rapid consumer-led growth in investing in socially responsible companies to the extent that it has had an influence o…

This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name …

The Team at Wilmott is very proud to present this compilation of Wilmott magazine articles and presentations from our second year. We have selected so…

Corporate actions are events that affect large corporations through to the individual investor – even those that own a single-share! All organizations…

In-depth answers for professionals looking to accurately value foreign equities Transnational Equity Analysis is today's most thorough guide to its su…

Since the Bank of England was made independent in 1997, the conduct of monetary policy has been relatively uncontroversial. The debates between Keynei…

The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives an…

Exciting new developments in risk assessment and management Risk assessment and management is fundamentally founded on the knowledge available on the …

This is an essential book for any practitioner, researcher or student of securitisation – concise and accurate coverage of the key aspects of securiti…

Over the quarter of a century with which this book is concerned, the UK has had an extraordinarily diverse experience of monetary policy and monetary …

Catastrophic risk is one of the most significant and challenging areas of corporate risk management. Analyze this risk for your company with Catastrop…

It is not uncommon to meet professionals in financial services who have only a vague idea of what their colleagues actually do. The root cause is spec…

Professional investors are bombarded on a day to day basis with assertions about the role liquidity is playing and will play in determining prices in …

An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commod…

Practical Performance Measurement and Attribution provides a clear introduction to the subject of performance measurement. Focusing more on the practi…

Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securitie…

This book shows traders how to use Intermarket Analysis to forecast future equity, index and commodity price movements. It introduces custom indicator…

In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the Ge…

Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivat…