Derivatives

A bibliography from the holdings of the
Kathryn & Shelby Cullom Davis Library
St. Johns University, Manhattan Campus
101 Murray Street, N.Y., N.Y. 10007

Last Update: January 25, 2008

The ABC of equity derivatives and structured products : the tailored solution to your wealth challenges. London : Incisive Media PLC, 2006.

Alexander, Carol. 
     Risk management and analysis / edited by Carol Alexander. Chichester, England ; 
     New York : Wiley, c1998. 2 v. : ill. ; 25 cm.

AndrT, Paul E.,
    Internal control systems and risk management in the life and health insurance 
    industry : current issues / by Paul AndrT, Diane C(tT and Raymond Morissette.
    MontrTal : +cole des hautes Ttudes commerciales, Chaire de gestion des risques, 
    1998.

Bodie, Zvi
    Investments. 6th ed. Boston, Mass. : McGraw-Hill Irwin, 2005.

Caouette, John B.,
     Managing credit risk : the next great financial challenge / John B. Caouette,
     Edward  I. Altman, Paul Narayanan. New York : Wiley, 1998. .

CFA program curriculum. Level II 2007. [Charlottesville, Va.] : CFA Institute ; Boston, MA : Pearson Custom Publishing, c2007.

Chorafas, Dimitris N.
     Credit derivatives and the management of risk including models for credit risk /  
     Dimitris N. Chorafas. New York : New York Institute of Finance, 2000

Culp, Christopher L.
     Structured finance and insurance : the ART of managing capital and risk   
     Publisher  Hoboken, N.J. : Wiley, 2006.

Das, Satyajit.
      Risk management. Edition  3rd ed., rev. Singapore ; Hoboken, N.J. : John Wiley &
      Sons, 2006.

Demange, Gabrielle.
     Finance et économie de l'incertain. Malden, MA : Blackwell Pub., 2006.

Derivatives accounting and risk management : key concepts  and the impact of IAS 39. London : Risk Books, 2004.

Detemple, Jérôme.
     American-style derivatives : valuation and computation. Boca Raton, [Fla.] :
     Taylor&Francis, 2006.

Deventer, Donald R. van.
     Financial risk analysis : a term structure model approach for banking, insurance
     and investment management/Donald R. van Deventer and Kenji Imai. Chicago, IL :
     Irwin, 1997.

Forster, Denis M.
     Derivatives : avoiding the risk and managing the litigation, 1996. New York, NY :
     Practicing Law Institute, 1996.

Haight, G. Timothy.
     Derivatives risk management service / edited by G. Timothy Haight. Boston :
     Warren, Gorham & Lamont, 1996.

Hull, John,
    Options, futures, and other derivatives / John C. Hull. 3rd ed. Upper Saddle River,
    NJ : Prentice Hall, 1997.

Hudson, Alastair.
   The law on financial derivatives. 4th ed. London : Sweet & Maxwell, 2006.

International Risk Management Institute, Inc.
     Practical applications of financial market tools to corporate risk management.
     [London] : Emap Finance/International Risk Management, 1997.

Kat, Harry M.
     Structured equity derivatives : the definitive guide to exotic options and structured
     notes / Harry M. Kat. Chichester ; New York : John Wiley, 2001.

Klein, Robert Arnold.
      Derivatives risk and responsibility : the complete guide to effective derivatives
      management and decision making. Chicago : Irwin, 1996.

Kolb, Robert W.
     Futures, options, and swaps / Robert W. Kolb. 3rd ed. Malden, MA : Blackwell
      Publishers, 2000.

Konishi, Atsuo.
     Frontiers in derivatives ; state-of-the -art models, valuation,strategies and
     products. Chicago, IL : Irwin, 1997.

KPMG, Peat Marwick.
     Solving the mystery of derivatives. [New York] : Matthew Bender, 1994. .

  LiPuma, Edward
       Financial derivatives and the globalization of risk. Durham : Duke University
        Press,  2004.

McDonald, Robert L.
    Derivatives markets. 2nd ed. Boston : Addison-Wesley, 2006.

McKay, Ralph.
      Risk mechanics : financial derivatives : finding and fixing holes / Ralph McKay. 1st
      ed. Sydney, N.S.W. : Risk Technology Pty Ltd., 1997.

Møller, Thomas.
      Market-valuation methods in life and pension insurance. Cambridge : Cambridge
     University Press, 2007.

Miller, Merton H. Merton
     Miller on derivatives. New York : Wiley, 1997.

Nelken, Israel.
     Implementing credit derivatives / by Israel "Izzy" Nelken ; with a contribution by
     Claude Brown of Clifford Chance. New York : McGraw-Hill, 1999.

Osborn, Jonn W.
     Managing risk exposure in derivatives, 1995. / chair, John W. Osborn. New York,
     NY : Practicing Law Institute., 1995.

Schinasi, Garry J.
     Safeguarding financial stability : theory and practice. Washington, DC :
     International Monetary Fund, 2006.

Smithson, Charles W.
     Managing financial risk : a guide to derivative products, financial engineering, and
     value maximization / by Charles w. Smithson, Clifford W. Smith,Jr. [and] D. Sykes
     Wilford. Rev. ed. Chicago, IL : Irwin, 1995.

Steinherr, Alfred
     Derivatives : the wild beast of finance / Alfred Steinherr. New York : Wiley, 1998.

Susko, A. Richard.
      Pension plan investments : confronting today's issues, 1996. New York, NY :
      Practising Law Institute, 1996..

Temple, Peter.
       Magic numbers for bonds and derivatives : how to calculate 25 key ratios for
      investing success. Singapore : John Wiley and Sons (Asia) ; Hoboken, NJ : Wiley,
      2005.

United States General Accounting Office.
     Financial derivatives : actions or proposed since May 1994. Washington, 1996.

Whaley, Robert E.
      Derivatives : markets, valuation, and risk management. Hoboken, N.J. : Wiley,
      2006.