* Authoritative step-by step guide through the complex issues encountered when auditing derivatives * Introduction to the special characteristics of the various instruments and terminology * Up-to-date review of regulatory considerations around the world * Clear methodology for auditing the risks arising from the use of advanced pricing and risk management models in derivatives portfolios

Derivatives and the Internal Auditor

Business & Money

PriceWaterHouseCoopers

BOOKS, RISK

Economics

Risk Publications

This work tracks the evolution of the reinvention of the equity derivatives market, focusing on the major product and application innovations.

Equity Derivatives Applications in Risk Management and Investment

Non Basic Stock Line

*A unique compilation of key papers on the value-at-risk approach to financial risk management *Practical guidance on how to assess and select the most appropriate model *Covers regulators' use of VAR in capital adequacy regimes *Detailed introductory sections explaining the main approaches such as the correlation, historical and Monte Carlo methodologies

VAR Understanding and Applying Value at Risk

Risk Books

*Authoritative and instructive Risk Executive Report on internal modelling and CAD II *Comprehensive overview of VAR methodologies and Extreme Value Theory *Analysis of CAD II guidelines for back testing the models

Internal Modeling And Cad II Qualifying and Quantifying Risk within a Financial Institution

In association with the British Bankers' Association

* Fully revised and extended to help you gain a perspective on all the latest techniques and developments in energy risk management * Seven NEW chapters written by a team of experienced market practitioners * New contextualising introductions by one of the world's most respected practitioners, Vincent Kaminski of Enron * Relates quantitative issues to the needs of corporations and to the reality of market practice * Explains technical terms and concepts using detailed worked examples and real-life market insights

Managing Energy Price Risk 2nd Edition

*Essential reference guide including research papers on building yield curve models and valuing interest rate derivatives *Fundamental papers on the Ho-Lee, Heath-Jarrow-Morton and Cox-Ross-Rubinstein models *Comprehensive information of interest rate models from 1978 to 1996

Vasicek And Beyond Approaches to Building and Applying Interest Rate Models

The New Power Markets Corporate Strategies for Risk & Reward

Asset and Liability Management: A Synthesis of New Methodologies

Kamakura Corporation

"Cootner's classic has been an inspiration to a generation of financial economists and its publication in 1964 marked the beginnings of the field known as financial econometrics. It is high time that this collection of gems is reprinted" Professor Andrew Lo, Professor of Finance, Massachusetts Institute of Technology

The Random Character of Stock Market Prices

An illustrated anthology of classic writings encapsulating the "best of the best" writings on the futures markets. * An original piece of writing by Professor Telser on the "electronic futures market" - a must for all futures industry professionals and market participants * Section introductions illuminating the selections, including insights into their technical merit and relevance - both "then and now" * Rare archival photos and illustrations collected from the world's futures markets and major historical associations and societies

CLASSIC FUTURES Lessons from the Past for the Electronic Age

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