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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…

There s a buzzword that has quickly captured the imagination of product providers and investors alike: «hedge fund replication». In the broadest sense…

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…

Matlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners…

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…

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-…

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…

A unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between each of th…

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-t…

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…

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to q…

Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of t…

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…

The only comprehensive account of operational risk in securities settlements Securities Operations focuses on the settlement aspects of a securities t…

Financial Applications using Excel Add-in Development in C/C++ is a must-buy book for any serious Excel developer.Excel is the industry standard for f…

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…

Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swep…

Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three v…

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…

Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically …

Develop the skillset essential to successful securitisation swaps management Securitisation Swaps is a complete practitioner’s guide to this unique an…

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…

The key to a successful loan workout is to identify the problems accurately and address them early. It is critical that the company's underlying busin…

Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to tho…