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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK- Click For Further Information

MoneyScience's Blog: Books

Wiley Finance - Free Sample Chapters from Emanuel Derman, Pablo Triana, Michael Covel, Mike Mayo and many more!

December 2, 2011 Comments (0)

Including Chapters from...
Models. Behaving. Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life by Emanuel Derman
Red-Blooded Risk: The Secret History of Wall Street by Aaron Brown
The Number That Killed Us: A Story of Modern Banking, Flawed Mathematics, and a Big Financial Crisis by Pablo Triana
Paper Money Collapse: The Folly of Elastic Money and the Coming Monetary Breakdown by Detlev S. Schlichter
The Little Book of Trading: Trend Following...

Andrew Lo: Reading About the Financial Crisis: A 21-Book Review

October 31, 2011 Comments (0)

The recent financial crisis has generated many distinct perspectives from various quarters. In this article, Professor Andrew Lo reviews a diverse set of 21 books on the crisis, 11 written by academics, and 10 written by journalists and one former Treasury Secretary.
"No single narrative emerges from this broad and often contradictory collection of interpretations, but the sheer variety of conclusions is informative, and underscores the desperate need for the economics profession to establish...

Interest Rate Modeling by Andersen and Piterbarg

September 4, 2011 Comments (0)

By Leif B.G. Andersen, Vladimir V. Piterbarg

"Andersen and Piterbarg have done what others have not dared to try: a massively comprehensive treatise on fixed-income modeling. They take us from the basement to the penthouse, stopping at every floor for a careful tour of the mathematical foundations and numerical methods behind all major modeling approaches, from classical to cutting edge. The rigor and comprehensiveness of this reference work are exceptional."
- Darrell Duffie, Dean...