Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues
By Alain Ruttiens
Alain Ruttiens has written a book on quantitative finance that covers a wide range of financial instruments, examples and models. Starting from first principles...
Wiley, 12 March 2013
Models.Behaving.Badly.: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life
By Emanuel Derman
Emanuel Derman describes his experience as a physicist on Wall Street, the models quants generated, the benefits they brought and the problems, practical and ethical, they caused.
Free Press, 14 October 2011
Options, Futures, and Other Derivatives, Global Edition
By John Hull
The definitive guide to derivatives markets, updated with contemporary examples and discussions.
Pearson, 8 March 2018
Trades, Quotes and Prices: Financial Markets Under the Microscope
By Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, and Martin Gould
A deep-dive into the heart of modern financial markets, the authors explore why and how people trade - and the consequences.
Cambridge University Press, 22 March 2018
In this interview I talk with Alain Ruttiens about his 2014 book: The Mathematics of the Financial Markets: Financial Instruments and Derivatives Modeling, Valuation and Risk Issues.
Back in 2016 Jacob interviewed Daniel Lacalle, co-author with Diego Parrilla of The Energy World is Flat: Opportunities from the End of Peak Oil
Way back in 2015 I interviewed Dennis Cox about his book (new at the time), The Handbook of Anti-Money Laundering. CEO of Risk Reward Limited, a specialist risk consultancy, training and recruitment firm and is a well known international expert in financial services risk management.He has held senior management positions at top banking and accountancy firms, including HSBC and Prudential and he has authored several publications, including An Introduction to Money Laundering Deterrence and Frontiers of Risk Management.
Jessica James discusses her book FX Option Performance co-authored by Jonathan Fullwood and Peter Billington.
In this exclusive interview MoneyScience talks with Dr Jon Gregory, author of Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives.
Joel Bessis is the author of Risk Management in Banking, 4th Edition out now published by Wiley.
Way back in 2014 I really enjoyed talking to Victor Ricciardi about his book ‘Investor Behavior: The Psychology of Financial Planning and Investing’ which he co-edited with H. Kent Baker.
The first of several interviews with women discussing their experience in Quantitative Finance.