Professional Finance Catalogue (Spring 2015)

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CONTENTS Introduction

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professional finance global financial markets series

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financial engineering series explained series

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applied quantitative finance series

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sales information

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index

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Introducing Professional Finance from Palgrave Macmillan Who we are‌ Palgrave Macmillan publishes cutting-edge professional content for finance practitioners, researchers and students. As well as stand-alone titles covering the latest issues in finance from leading practitioners in the industry, Palgrave’s Professional Finance list also features a range of series covering quantitative finance, financial engineering and global financial markets.

how can we help‌ To receive all the latest news, information on our forthcoming books, author interviews, videos, discounts, and more, follow us on twitter at @palgravefinance or sign up to our monthly e-newsletter at www.palgrave.com/professionalfinance.

If you are a bookseller and are interested in receiving advanced reading copies, bespoke leaflets or promotional material please feel free to get in touch at booksellers@palgrave.com The professional finance team

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World rights, all standard subrights including first serial, audio, and translation

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Backlist Highlight

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New titles publishing from January to June 2015

For more information on rights and permissions, please contact rights@palgrave.com

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FINANCE

professional

Covering everything from trading and investing to advanced quantitative methods, Palgrave’s standalone Professional Finance titles provide practitioners, researchers, and students with the latest knowledge, tools and techniques to understand modern finance as it is applied in practice.

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Making Sense of the Markets How to Invest Post-Crisis Kevin Gardiner Received wisdom says investing is a mug’s game.

People are giving up on saving. The truth it is quite different—this book tells you why Since the financial crisis, there have been numerous reports, articles, and books highlighting the gloomy future ahead. Making Sense of the Markets makes the case that received wisdom is still far too pessimistic, and that the future may be brighter than feared. A plain-speaking guide to keeping an open mind (and how to profit from it).

9781137471383 June 2015 UK • July 2015 US £19.99 • $30.00 • CN$34.50 Hardback • 222pp NEW

Kevin Gardiner is former Managing Director and Chief Investment Officer, Europe at Barclays Wealth, where he was involved in the design and implementation of the investment process, and taking tactical and strategic views on their investment portfolio.

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Women of the Street Why Female Money Managers Generate Higher Returns (and How You Can Too) Meredith A. Jones An insightful guide on how to harness the techniques used by the most successful female investors Women invest differently than men. Collectively, their approach has proven profitable and reliable, and it outperforms the industry at large. The portfolio managers interviewed in this book exemplify the best traits that women investors tend to exhibit. Read Women of the Street to learn from them and start investing a little more like a girl.

9781137462893 May 2015 UK • April 2015 US £18.99 • $28.00 • CN$32.00 Hardback • 256pp NEW

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Meredith Jones is best known for creating industryleading hedge fund research, and has had her findings published in books, journals, and international major media outlets, including the Economist, the Wall Street Journal, the Financial Times, and others.

A Practical Guide to Corporate Finance Breaking the Financial Ice Christophe Thibierge & Andrew Beresford A Practical Guide to Corporate Finance is a light but grounded account to corporate finance.

Corporate Finance 101 is a light, practical and grounded account to corporate finance. Rigorously yet accessibly written, this book provides detailed coverage of all the core aspects of corporate finance activity, without using unnecessary jargon or mathematics. This book will appeal to market participants at all levels, from analysts right up to executives who need to get to grips with corporate finance fundamentals in a rigorous but accessible way.

9781137492517 April 2015 UK • May 2015 US £24.99 • $50.00 • CN$55.00 Hardback • 300pp NEW

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Christophe Thibierge is Associate Professor in the Finance department at ESCP Europe, Paris, and has authored and co-authored many books in corporate finance.

Andrew Beresford is a professional translator who specialises in business and finance, as well as environmental and human rights issues.

Modelling and Forecasting High Frequency Financial Data Stavros Degiannakis & Christos Floros An accessible practitioner’s guide to the most cutting-edge models used in high-frequency finance modelling High Frequency Trading (HFT) is both extraordinarily valuable and incredibly dangerous. Although HFT greatly reduces average trading costs for investors, it also poses significant systemic risks to the markets.

This book provides advanced techniques and tools for understanding market microstructure and more generally for analyzing financial markets using recent high-frequency data.

9781137396488 June 2015 UK • July 2015 US £60.00 • $90.00 • CN$104.00 Hardback • 256pp NEW

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Dr. Christos Floros is a Senior Lecturer in Banking and Finance at the University of Portsmouth.

Dr. Stavros Degiannakis is a Senior Researcher at the Bank of Greece in the Forecasting and Econometrics Division.

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Managing Operational Risk Practical Strategies to Identify and Mitigate Losses Within Financial Institutions Douglas Robertson A comprehensive guide for finance practitioners to locate and neutralise operational risks Operational risk is the risk of loss from inadequate or failed internal processes, people, and systems or from external events. This book explores the different types of operational risk that threaten financial institutions, and focuses on practical due-diligence methodologies that can be used to identify these risks before it is too late.

9781137442154 August 2015 UK • July 2015 US £60.00 • $95.00 • CN$110.00 Hardback • 256pp NEW

Douglas Robertson is a financial economist in the Office of the Comptroller of the Currency, which is part of the United States Treasury Department. He conducts research on a broad range of topics related to banking and financial markets.

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Mastering Stocks and Bonds Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance Ben Emons Learn how stock and bond markets are more alike than different, and how you can use that knowledge to improve your portfolio’s overall returns and reduce risks

9781137476241 July 2015 UK • June 2015 US £24.99 • $40.00 • CN$46.00 Hardback • 240pp NEW

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Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio’s income distribution. This book will teach you to look at stocks through the lens of a bond buyer, and vice versa.

Ben Emons is a Senior Vice President and Portfolio Manager in the global portfolio management group at Pacific Investment Management Company (PIMCO), Newport Beach, California.

Quantitative Trading with R A Practical Guide to Financial Mathematics and Statistical Computing Harry Georgakopoulos An insightful guide to using the R open-source programming language from a practicing quant Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.

9781137354075 February 2015 UK • January 2015 US £40.00 • $70.00 • CN$81.00 Hardback • 256pp

Harry Georgakopoulos is Professor of Quantitative Finance at Loyola University and Quantitative Trader at XR Trading, LLC. He has been working as a quantitative trader in Chicago, IL in the high frequency space since 2007.

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Criminal Capital How the Finance Industry Facilitates Crime Stephen Platt An accessible account of how the modern financial system is being used to facilitate crime and to prevent it In the first book to uncover the role played by the financial services industry in facilitating crime, one of the world’s leading regulatory investigators examines the vulnerability of financial institutions to criminal abuse. Discover how businesses can be used to commit acts of drug trafficking, terrorism, human trafficking, piracy and tax evasion, and what can be done to prevent it in the future.

9781137337290 January 2014 UK and US £19.99 • $30.00 • CN$34.50 Hardback • 256pp W

Stephen Platt is a highly respected practitioner in financial crime prevention and the conduct of related regulatory investigations. He is an English Barrister and an Adjunct Professor at Georgetown University in Washington, DC. 7

A Pragmatic Guide to Real Options Tom Arnold Understand how to make an accurate, risk-aware, cost-benefit comparison with this no-nonsense toolkit Aimed at practitioners with no prior expertise in the subject, this book helps readers build basic real options models to aid in decision-making. Providing a pragmatic and informative approach, the authors introduce basic probability theories, before putting these theories into a real-world context.

9781137391483 December 2014 UK and US £67.50 • $105.00 • CN$121.00 Hardback • 192pp

Tom Arnold is the F. Carlyle Tiller Chair in Business as well as a Professor of Finance at the University of Richmond, USA where he teaches courses on Options Valuation, Real Options Analysis, and Entrepreneurial Finance. He has published more than 70 articles in leading Finance journals.

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Trading Thalesians What the Ancient World Can Teach Us About Trading Today Saeed Amen A unique approach to trading—linking the ancient world and finance today This book combines historical thought from the ancient world with investment concepts used by traders involved in financial markets today.

9781137399526 • October 2014 UK November 2014 US £24.99 • $40.00 • CN$46.00 Hardback • 224pp W

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Saeed Amen is Managing Director and co-founder of The Thalesians, a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics, and computer science. Saeed is quoted regularly by the FT, WSJ, and ZeroHedge.

Managing Risks in the European Periphery Debt Crisis

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Lessons from the Trade-off between Economics, Politics and the Financial Markets Edited by George Christodoulakis A full diagnosis of the European Periphery Debt Crisis (EPDC), its association to the national and international structural characteristics and a full analysis of the available policy options.

9781137304940 • December 2014 UK • January 2015 US £65.00 • $105.00 • CN$121.00 • Hardback • 304pp

Transaction Banking and the Impact of Regulatory Change

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Basel III and Other Challenges for the Global Economy Ruth Wandhöfer This book takes you on a journey through post-crisis regulatory reform, highlighting the unintended consequences of some of the measures on transaction banking, a business that provides the backbone of financial markets.

9781137351760 • September 2014 UK • October 2014 US £60.00 • $100.00 • CN$115.00 • Hardback • 312pp

The Handbook of International Loan Documentation

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2nd edition Sue Wright A practical and comprehensive guide for bankers and lawyers involved in international lending. Wright covers the terms of international loan documentation with comprehensive explanations of the purpose of the provisions, and of areas that may require negotiation.

9781137467584 • November 2014 UK • December 2014 US £100.00 • $160.00 • CN$185.00 • Paperback • 352pp

On the Brink

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How a Crisis Transformed Lloyd’s of London Andrew Duguid Huge losses very nearly destroyed Lloyd’s, a revered British institution, the world’s largest insurance market. Ten thousand people faced big personal bills they thought profoundly unfair. They challenged a complacent institution, forcing it to confront its biggest ever crisis. This book tells what really happened, from the inside.

9781137299291 • August 2014 UK • September 2014 US £24.99 • $40.00 • CN$46.00 • Hardback • 392pp

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Understanding Alternative Investments

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Creating Diversified Portfolios that Ride the Wave of Investment Success Stephen Todd Walker Walker outlines the tools necessary to evaluate alternative investments and further diversify your portfolio using hedge funds, real estate, VC, gold, and more. Using ground-breaking data, the author explores how to apply new risk measurements for building a portfolio with these investment vehicles.

9781137370181 • July 2014 UK and US £40.00 • $50.00 • CN$57.50 • Hardback • 340pp

The Empowered Investor

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7 Principles for Strategic Wealth Creation in a New Financial World Cuno Puempin, Heinrich von Liechtenstein, Fariba Hashemi & Brian Hashemi This book presents an innovative new framework for strategic wealth creation. Illustrated through real world examples from interviews with successful private investors, this book provides a practical perspective grounded in sound academic research and practical experience.

9781137366863 • June 2014 UK • July 2014 US £19.99 • $30.00 • CN$34.50 • Hardback • 176pp

The Pillars of Finance

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The Misalignment of Finance Theory and Investment Practice Guy Fraser-Sampson Written by a bestselling finance author, this is a provocative account of the severe limitations of modern finance, advocating a bold new way forward for the industry. This is a lively and accessible read, challenging some of the core beliefs of modern finance.

9781137264053 • May 2014 UK • June 2014 US £26.99 • $40.00 • CN$46.00 • Hardback • 272pp

The Gold Cartel

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Government Intervention on Gold, the Mega Bubble in Paper, and What This Means for Your Future Dimitri Speck An insightful and thought-provoking analysis of the world market for gold, how it works, and what influences gold price. This book also lends insight into something more disturbing – the organized intervention in the gold markets by Central Banks.

9781137286420 • September 2013 UK • October 2013 US £19.99 • $29.99 • CN$34.50 • Hardback • 392pp 10

markets series

global financial

Global Financial Markets is a series of practical guides to the latest financial market tools, techniques, and strategies. Written for practitioners across a range of disciplines it provides comprehensive but practical coverage of key topics in finance covering strategy, markets, financial products, tools and techniques and their implementation. palgrave.com/GFM

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GLOBAL FINANCIAL MARKETS

Private Equity Investing in Emerging Markets Opportunities for Value Creation Roger Leeds A case study-driven guide, providing cuttingedge strategies for private equity investment in emerging economies

9781137435347 March 2015 UK • February 2015 US £39.99 • $70.00 • CN$81.00 Hardback • 300pp NEW

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Drawing on the author’s four decades of experience as a practitioner and academic working with private equity investors, entrepreneurs, and policymakers in over 100 developing countries around the world, this book uses anecdotes and case studies to illustrate and reinforce the key arguments for private equity investment in emerging economies.

Roger Leeds is a Professor at the Johns Hopkins School of Advanced International Studies (SAIS), USA. He was founding Chairman of the Emerging Markets Private Equity Association and serves on the board of directors.

Applied Financial Macroeconomics and Investment Strategy A Practitioner’s Guide to Tactical Asset Allocation Robert T. McGee An essential guide for practitioners looking to better leverage macroeconomic trends and cycles to reduce risk and enhance returns within their investment plans

9781137428394 April 2015 UK • March 2015 US £49.99 • $80.00 • CN$92.00 Hardback • 240pp NEW

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The absolute and relative performance of various asset classes is systematically related to macroeconomic trends. In this new book, Robert McGee provides a thorough guide to each stage of the business cycle and analyzes the investment implications using real-world examples linking economic dynamics to investment results.

Tim McGee is Director of Macro Strategy & Research at U.S. Trust, Bank of America Private Wealth Management, where he serves on the Investment Strategy Committee.

Commodity Market Trading and Investment

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A Practitioners Guide to the Markets Tom James This is an essential manual for anyone who is looking to engage in the commodity markets. As a new commodity cycle looms, this book provides thorough, practical guidance on getting the very best out of commodity trades and investments, and will be a welcome, up to date addition to the current literature.

9781137432803 • April 2015 UK • May 2015 US £50.00 • $80.00 • CN$92.00 • Hardback • 256pp

An Option Greeks Primer

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Building Intuition with Delta Hedging and Monte Carlo Simulation using Excel Jawwad Farid A hands-on, practical guide to understanding derivatives pricing.

Written in an accessible manner, this book provides a balanced account of options, Greeks, and hedging techniques avoiding the complex mathematics inherent to many texts, and with a focus on intuition.

9781137371669 • February 2015 UK • March 2015 US £36.99 • $62.00 • CN$71.00 • Hardback • 260pp

Private Equity Fund Investments

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New Insights on Alignment of Interests, Governance, Returns and Forecasting Cyril Demaria This book presents new, advanced, evidence-based guidance on investing in private equity funds, by assessing the investor’s environment and motivations, looking into the risks, returns and overall performance of funds, and by offering practical solutions.

9781137400383 • December 2014 UK • Janaury 2015 US £50.00 • $80.00 • CN$92.00 • Hardback • 272pp

Dark Pools

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Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading, 2nd edition Erik Banks This book deals with the topic of dark trading, or non-displayed, offexchange trading execution. It discusses the development, importance and practice of dark equity trading and considers its future prospects in a world of mobile capital and changing regulation.

9781137449535 • August 2014 UK • September 2014 US £50.00 • $80.00 • CN$92.00 • Hardback • 256pp

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Models at Work

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A Practitioner’s Guide to Risk Management Jawwad Farid This book provides a much needed ‘middle ground’ for risk practitioners who need an in-depth understanding of risk management without excessive formulae or theory. Written to appeal to a broad, financiallyminded audience, it provides coverage of risk management and the frameworks commonly applied in the financial services industry.

9781137371638 • December 2013 UK • January 2014 US £45.00 • $70.00 • CN$81.00 • Hardback • 656pp

The Front Office Manual

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The Definitive Guide to Trading, Structuring and Sales Andrew Sutherland & Jason Court The Front Office Manual is unique, providing clear and direct explanations of tools and techniques relevant to front office work.

From how to build a yield curve, to how a swap works, to what exactly ‘product control’ is supposed to do, this book is essential reading for anyone who works (or wants to work) on the ‘sell side’.

9781137030689 • November 2013 UK • December 2013 US £39.99 • $49.99 • CN$57.50 • Hardback • 320pp

Liquidity Risk

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Managing Funding and Asset Risk 2nd edition Erik Banks Liquidity Management is now a core consideration for banks and other financial institutions following the collapse of numerous well-known banks in 2007-8. This timely new edition will provide practical guidance on liquidity risk and its management­— now mandatory under new regulation.

9781137374394 • November 2013 UK • December 2013 US £39.99 • $60.00 • CN$69.00 • Hardback • 320pp

OTC Derivatives: Bilateral Trading and Central Clearing

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An Introduction to Regulatory Policy, Market Impact and Systemic Risk David Murphy Written by a leading expert in financial stability, this book provides comprehensive coverage of the new rules, risks and models for OTC derivatives trade processing.

9781137293855 • August 2013 UK • September 2013 US £39.99 • $65.00 • CN$81.00 • Hardback • 304pp 14

explained series

financial engineering

Financial Engineering Explained is a series of concise, practical guides to modern finance, focusing on key, technical areas of risk management and asset pricing. Written for practitioners, researchers, and students, the series discusses a range of topics in a nonmathematical, but highly intuitive way. palgrave.com/FEX

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The XVA of Financial Derivatives: CVA, DVA and FVA Explained Dongsheng Lu A short, practical but technical guide to derivatives valuation and risk management under the new paradigm This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA’s – Credit, Funding and Debt value adjustments.

9781137435835 May 2015 UK • June 2015 US £24.99 • $40.00 • CN$46.00 Paperback • 150pp NEW

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Dongsheng Lu is Managing Director and Head of Quantitative Research at BNY Mellon’s Derivatives Trading Unit. His group is responsible for developing derivatives trading/pricing models and building trading/risk management infrastructure for interest rate, equity, and foreign exchange derivatives trading business.

Financial Engineering with Copulas Explained Jan-Frederik Mai & Matthias Scherer The first accessible book to cover the applications of copulas in asset pricing and risk management This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer’s toolkit.

9781137346308 • November 2014 UK December 2014 US £24.99 • $40.00 • CN$46.00 Paperback • 166pp NEW

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Jan-Frederik Mai is a Quantitative Analyst at XAIA Investment GmbH, where he is responsible for mathematical modelling and quantitative analysis.

Matthias Scherer is Professor of Mathematical Finance at the Technische Universität Munchen, where he lectures in simulating copulas, investment strategy, mathematical finance and continuous time finance.

Interest Rate Derivatives Explained Volume 1: Products and Markets Jörg Kienitz A concise but rigorous guide to products and models commonly used in the fixed income markets Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of the interest rate derivatives business, with a focus on products, markets, and fundamental models.

9781137360069 December 2014 UK • January 2015 US £26.99 • $45.00 • CN$52.00 Paperback • 192pp NEW

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Jörg Kienitz is an experienced quantitative finance practitioner and author. He was formerly Head of Quantitative Analytics at Deutsche Postbank AG (Germany) where he was involved in developing and implementing models for pricing complex derivatives structures.

Interest Rate Derivatives Explained Volume 2: Term Structure and Volatility Modelling Jörg Kienitz Advanced but practical guidance on interest rate derivatives, focussing on term structure modelling and volatility models

9781137360182 May 2015 UK • June 2015 US £26.99 • $45.00 • CN$52.00 Paperback • 150pp NEW

Volume 2 of Interest Rate Derivatives Explained provides advanced but practical guidance on interest rate derivatives, focussing on term structure modelling and volatility models. Mathematically rigorous yet focused on intuition and implementation, it picks up where Volume 1 (above) left off, providing an applied account of IR modelling for practitioners and students.

Jörg Kienitz is an experienced quantitative finance practitioner and author (see above).

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Smile Pricing Explained

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Peter Austing Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration. The author draws on a decade of experience building the mathematical models for derivatives trading at major investment banks.

9781137335715 • August 2014 UK • September 2014 US £26.99 • $40.00 • CN$46.00 • Paperback • 200pp

The Greeks and Hedging Explained

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Peter Leoni A practical guide to basic and intermediate hedging techniques for traders, structerers, and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the ‘Greek’ (Theta, Vega, Rho, and Lambda)—parameters that represent the sensitivity of derivatives prices.

9781137350732 • May 2014 UK • June 2014 US £19.99 • $30.00 • CN$34.50 • Paperback • 152pp

Equity Derivatives Explained

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Mohamed Bouzoubaa A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring, and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management tools with specific business objectives.

9781137335531 • May 2014 UK • June 2014 US £19.99 • $30.00 • CN$34.50 • Paperback • 112pp

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finance series

applied quantitative

Applied Quantitative Finance brings readers the very latest market tested tools, techniques, and developments in quantitative finance.

Written for practitioners who need to understand how things work “on the floor,� the series delivers the most cuttingedge applications in quantitative finance in areas such as asset pricing, risk management, and financial derivatives. palgrave.com/AQF

Applied Quantitative Finance

Quantitative Methods in Commodity Markets Krzysztof Wolyniec & Daniel Mahoney A reference guide for quantitative practitioners in the hard and soft commodities sectors This book provides comprehensive detail on how the fundamental problem of risk management in commodity markets can be solved in practice through the use of an extensive library of quantitative techniques. The book will reflect both the power of the proposed techniques as well as their limitations and potential danger to mislead.

9781137443427 June 2015 UK • July 2015 US £70.00 • $110.00 • CN$132.00 • Hardback • 600pp NEW

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Krzsztof Wolyniec is the Managing Partner of Millwright Capital Management, a Connecticut-based, money management company, focused on investment opportunities in energy and metals markets.

Daniel Mahoney is Senior Quantitative Analyst at Trafigura, a leading international commodities trading and logistics company based in Houston, Texas.

Zero Lower Bound Term Structure Modeling A Practitioner’s Guide Leo Krippner A comprehensive guide to state of the art ZLB term structure modeling for central bankers, market practitioners, and researchers Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.

9781137408327 • February 2015 UK • January 2015 US £60.00 • $100.00 • CN$115.00 Hardback • 480pp NEW

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Leo Krippner is the Head of Investment Strategy at AMP Capital Investors Limited. He is a prize-winning economist who studied at the London School of Economics and has worked at Treasury, the Reserve Bank, and in the private sector in New Zealand.

XVA Desks: A New Era for Risk Management

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Understanding, Building and Managing Counterparty & Funding Risk Ignacio Ruiz A thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA, and FVA, focusing on risk management, pricing considerations, and implementation.

9781137448194 February 2015 UK • March 2015 US £60.00 • $90.00 • CN$104.00 • Hardback • 300pp

Quantitative Finance

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Back to Basic Principles Adil Reghai The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics, and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today’s markets.

9781137414496 • November 2014 UK • December 2014 US £39.99 • $65.00 • CN$75.00 •Hardback • 208pp

Interest Rate Modelling in the Multi-Curve Framework

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Foundations, Evolution and Implementation Marc Henrard Following the financial crisis, a new standard in interest rate modelling emerged, called the multi-curve framework. The author provides a detailed analysis of the framework, through its foundations, evolution, and implementation.

9781137374653 • May 2014 UK • June 2014 US £60.00 • $100.00 • CN$115.00 • Hardback • 264pp

Discounting, LIBOR, CVA and Funding

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Interest Rate and Credit Pricing Chris Kenyon & Roland Stamm Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in finance.

9781137268518 • August 2012 UK • September 2012 US £39.99 • $60.00 • CN$69.00 • Hardback • 256pp

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INDEX Amen, Trading Thalesians 8

Leoni, The Greeks and Hedging Explained 18

Arnold, A Pragmatic Guide to Real Options 8

Lu, The XVA of Financial Derivatives: CVA,

Austing, Smile Pricing Explained 18 Banks, E., Dark Pools 13 Banks, E., Liquidity Risk 14 Bouzoubaa, Equity Derivatives Explained

18

DVA and FVA Explained 16 Mahoney, Quantitative Methods in Commodity Markets 20 Mai, Financial Engineering with Copulas Explained 16 McGee, Applied Financial Macroeconomics and Investment Strategy 12

Christodoulakis, Managing Risks in the European Periphery Debt Crisis 9 Court, The Front Office Manual 14

and Central Clearing 14 Platt, Criminal Capital 7

Degiannakis, Modelling and Forecasting High Frequency Financial Data 5 Demaria, Private Equity Fund Investments

Murphy, OTC Derivatives: Bilateral Trading

Puempin, The Empowered Investor 10

13

Duguid, On the Brink 9

Reghai, Quantitative Finance 21 Robertson, Regulating Operational Risk 6

Emons, Mastering Stocks and Bonds 6

Ruiz, XVA Desks: A New Era for Risk Management 21 Scherer, Financial Engineering with Copulas

Farid, An Option Greeks Primer 13

Explained 16

Farid, Models at Work 14

Speck, The Gold Cartel 10

Floros, Modelling and Forecasting High

Stamm, Discounting, LIBOR, CVA and Funding 21

Frequency Financial Data 5

Sutherland, The Front Office Manual 14

Fraser-Sampson, The Pillars of Finance 10

Thibierge, A Practical Guide to Corporate Finance 5

Gardiner, Making Sense of the Markets

von Liechtenstein, The Empowered Investor 10

4

Georgakopoulos, Quantitative Trading with R 7 Walker, Understanding Alternative Investments 10 Hashemi, The Empowered Investor

10

Henrard, Interest Rate Modelling in the Multi-Curve Framework 21

Wandhรถfer, Transaction Banking and the and the Impact of Regulatory Change 9 Wolyniec, Quantitative Methods in Commodity Markets 20

James, Commodity Market Trading and Investment 13 Jones, Women of the Street 4 Kenyon, Discounting, LIBOR, CVA and Funding 21 Kienitz, Interest Rate Derivatives Explained, Volumes 1 and 2 17 Krippner, Zero Lower Bound Term Structure Modeling 20 Leeds, Private Equity Investing in Emerging Markets 12

Wright, The Handbook of International Loan Documentation 9

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