MU Libraries New Books: Finance

About the new book list

5/15/2013

The RSS feeds for the new books list is updated every Wednesday and contains a list of books added to the Ellis Library collection for the last six weeks. The titles are grouped by call number classification, and are listed by week and alphabetically by title.

Books for the most recent weeks are currently on the New Books Shelves inside the north entrance of Ellis Library. They can be checked out.

Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk / Arik ben Dor ... [et al.]. (5/15/2013)

5/15/2013

Call #: HG6024.A3 .Q36 2012

Taking charge with value investing : how to choose the best investments according to price, performance, & valuation to build a winning portfolio / Brian Nichols. (5/15/2013)

5/15/2013

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Amazon.com

Call #: HG4529 .N53 2013

The value of uncertainty : dealing with risk in the equity derivatives market / George Kaye. (5/15/2013)

5/15/2013

View title at
Amazon.com

Review

"In his timely book, George Kaye, a Cambridge-trained physicist with over a dozen years of experience as a quantitative analyst at leading investment banks in the City of London, covers a wide variety of topics in the context of equity option pricing and risk management. He presents a broad and thorough survey of the relevant mathematical methods, and shows how they can be used in practice. Both students of the subject and seasoned market practitioners will greatly benefit from reading this book. I recommend it to the readers without reservations." --Alexander Lipton, Bank of America Merrill Lynch and Imperial College London

"Model valuation used to inhabit the boring corner of derivatives pricing. After the valuation debacles of the last few years, it has moved firmly to centre stage, and now captures the attention of regulators, practitioners and CEOs as it never did before. And so it should, as it goes to the very heart of the question: 'What is the value of a derivative product?' With this book, George Kaye makes a timely and well-informed contribution to the debate. One of the strengths of the book is to be found in the author's ability to deal with the nittygritty details of modelling while keeping the 'big picture' constantly in sharp focus. This volume provides a useful contribution to the debate, and a treasure trove of insights on derivatives pricing and hedging." --Riccardo Rebonato, Global Head of Interest Rates and FX Analytics, PIMCO and Visiting Lecturer, Mathematical Finance, Oxford University

"Model valuation used to inhabit the boring corner of derivatives pricing. After the valuation debacles of the last few years, it has moved firmly to centre stage, and now captures the attention of regulators, practitioners and CEOs as it never did before. And so it should, as it goes to the very heart of the question: 'What is the value of a derivative product?' With this book, George Kaye makes a timely and well-informed contribution to the debate. One of the strengths of the book is to be found in the author's ability to deal with the nittygritty details of modelling while keeping the 'big picture' constantly in sharp focus. This volume provides a useful contribution to the debate, and a treasure trove of insights on derivatives pricing and hedging." --Riccardo Rebonato, Global Head of Interest Rates and FX Analytics, PIMCO and Visiting Lecturer, Mathematical Finance, Oxford University

Call #: HG6024.A3 K394 2013

Trading beyond the matrix : the red pill for traders and investors / Van K. Tharp, Ph.D. (5/15/2013)

5/15/2013

Call #: HG6041 .T44 2013

Statistics of financial markets : exercises and solutions / Szymon Borak, Wolfgang Karl Härdle, Brenda López-Cabrera. (5/8/2013)

5/8/2013

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Amazon.com

Review

"This book provides an excellent introduction to the tools from probability and statistics necessary to analyze financial data. Clearly written and accessible, it will be very useful to students and practitioners alike." Yacine Ait-Sahalia, Hotto Hack 1903 Professor of Finance and Economics, Princeton University --This text refers to an out of print or unavailable edition of this title.

Call #: HG106 .B67 2013

The quants : how a new breed of math whizzes conquered Wall Street and nearly destroyed it / Scott Patterson. (5/8/2013)

5/8/2013

Call #: HG4928.5 .P38 2009

Commodity risk management : theory and application / Geoffrey Poitras. (5/1/2013)

5/1/2013

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Amazon.com

About the Author

Geoffrey Poitras is a Professor of Finance at Simon Fraser University, Vancouver, Canada. In addition to working as a securities analyst with the Bank of Canada in Ottawa, where he served as Government of Canada Treasury bill and bond auction manager, Professor Poitras has authored seven books and numerous peer reviewed journal articles. His research interests focus on: applied financial econometrics; security analysis; the use of derivative securities in risk management and speculation; business ethics; and the history of financial economics.

Call #: HG6046 .P62 2013

International liquidity and the financial crisis / William A. Allen. (5/1/2013)

5/1/2013

Call #: HG3893 .A45 2013

Options for risk-free portfolios : profiting with dividend collar strategies / Michael C. Thomsett. (5/1/2013)

5/1/2013

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Call #: HG6024.A3 T4756 2013

All about hedge funds / Ezra Zask. (4/24/2013)

4/24/2013

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Amazon.com

EZRA ZASK is president of SFC Associates, LLC, a fi nancial consulting company. He has previously managed a hedge fund and fund of funds; managed large-scale trading operations for banks, and consulted on asset management, derivatives and risk management, and M&A for financial companies.

Call #: HG4530 .Z37 2013

Edison in the boardroom revisited: how leading companies realize value from their intellectual property / Suzanne S. Harrison, Patrick H. Sullivan. (4/24/2013)

4/24/2013

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Call #: HG4028.V3 D38 2012

Pound foolish : exposing the dark side of the personal finance industry / Helaine Olen. (4/24/2013)

4/24/2013

Call #: HG179.5 .O44 2012

Rethinking money : how new currencies turn scarcity into prosperity / Bernard Lietaer and Jacqui Dunne. (4/24/2013)

4/24/2013

Call #: HG221 .L536 2013

The International Bank of Bob : connecting our worlds one $25 kiva loan at a time / Bob Harris. (4/17/2013)

4/17/2013

Call #: HG178.3 .H373 2013

An introduction to credit derivatives / Moorad Choudhry. (4/10/2013)

4/10/2013

Call #: HG6024.A3 C4924 2013

Quantifying systemic risk / edited by Joseph G. Haubrich and Andrew W. Lo. (4/10/2013)

4/10/2013

Call #: HG106 .Q36 2013

Stock market rules : 50 of the most widely held investment axioms explained, examined, and exposed / Michael D. Sheimo. (4/10/2013)

4/10/2013

Call #: HG4521 .S519 2013

The elements of investing : easy lessons for every investor / Burton G. Malkiel, Charles D. Ellis preface by Gus Sauter foreword by David Swensen. (4/10/2013)

4/10/2013

Call #: HG4521 .M2827 2013

The Federal Reserve and the financial crisis / lectures by Ben S. Bernanke. (4/10/2013)

4/10/2013

Call #: HG2563 .B42 2013

The little book of market myths : how to profit by avoiding the investing mistakes everyone else makes / Ken Fisher, Lara Hoffmans. (4/10/2013)

4/10/2013

Call #: HG4521 .F58477 2013

Banking the world : empirical foundations of financial inclusion / edited by Robert Cull, Asli Demirgüç-Kunt, and Jonathan Morduch. (4/3/2013)

4/3/2013

Call #: HG195 .B356 2013

Europe's unfinished currency : the political economics of the euro / Thomas Mayer. (4/3/2013)

4/3/2013

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Amazon.com

Review

A stimulating read, Dr Mayer s book combines a concise historical narrative of the events leading up to the euro with an imaginative suggested new architecture for the EMU. Particularly interesting are his insights on how a breakup, should it occur, would evolve. Alan Greenspan, former Chairman of the Federal Reserve Board Thomas Mayer has written a fascinating and thought-provoking book on the origin, performance and problems of the euro area. He questions much of the conventional wisdom about these topics, and proposes novel solutions that run counter to the historically prevailing view that currency union can only survive within a political union of the eurozone. Leszek Balcerowicz, Former Deputy Prime Minister, Finance Minister and President of the National Bank of Poland Anyone wishing to make informed commentary on the gathering troubles of the euro is well-advised to read Europe s Unfinished Currency by Thomas Mayer. The book covers the historical circumstances that produced the euro out of a regional cooperation seeking to end centuries of intra-European conflict, then provides a balanced treatment of the current financial instability. Whatever one s political view of the European project , this book is an essential reference. --John Weeks, Professor Emeritus, School of Oriental and African Studies, University of London

Thomas Mayer was years ahead in predicting Europe's economic and very political crisis. Now, he blazes a trail to stability, a path that leads to the politics and union of nineteenth-century America. This is a time of essays and short sound bites. 'Europe's Unfinished Currency' is a concise, crafted book that should be the template for all seeking the new political economics of Europe. Tom Keene, Editor-at-Large, Bloomberg News This is absorbing, incisive and intellectually stimulating book. It is an essential reading for those who wish to understand the inner workings, politics and practical solutions to the issues with the eurozone. It makes transparent all the upcoming challenges the European integration will face. Ignore it all your peril. --Jason Manolopoulos, author of Greece s Odious Debt

Well organized, thorough, and replete with historical facts, this work explores the political and economic roots of the European Monetary Union and, most importantly, makes realistic suggestions for solving the current sovereign debt crisis and achieving greater stability in the long term. Theo Waigel, former German Minister of Finance Thomas Mayer provides us with a comprehensive analysis of the European currency and innovative proposals to overcome the eurocrisis. Written by a leading economist in the field, this book meets all conditions for success: it is timely, deep seated, well argued and sometimes controversial. A brilliant essay and a useful tool for scholars, market participants and policymakers. --Edmond Alphandéry, former French Finance Minister and Chairman of Euro50 Group

Call #: HG925 .M3787 2012

Financial innovation : too much or too little? / edited by Michael Haliassos. (4/3/2013)

4/3/2013

Call #: HG176.7 .F56 2013

How to make a million dollars an hour : why hedge funds get away with siphoning off America's wealth / Les Leopold. (4/3/2013)

4/3/2013

Call #: HG4530 .L423 2013

Tap dancing to work : Warren Buffett on practically everything, 1966-2012 : a Fortune magazine book / collected and expanded by Carol Loomis. (4/3/2013)

4/3/2013

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Amazon.com

CAROL J. LOOMIS is a senior editor-at-large at Fortune, where she has worked since 1954. She has been the magazine’s expert on Warren Buffett since 1966 and has edited his annual letter to shareholders since 1977. Her many honors include five lifetime achievement awards, including a Gerald Loeb Award for business journalism and Time Inc.’s first-ever Henry Luce Award. This is her first book. She lives in Westchester County.

Call #: HG172.B84 T37 2012

The bankers' new clothes : what's wrong with banking and what to do about it / Anat Admati and Martin Hellwig. (4/3/2013)

4/3/2013

Call #: HG1586 .A23 2013

The battle of Bretton Woods : John Maynard Keynes, Harry Dexter White, and the making of a new world order / Benn Steil. (4/3/2013)

4/3/2013

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Call #: HG255 .S837 2013

The crowdfunding revolution : how to raise venture capital using social media / by Kevin Lawton and Dan Marom. (4/3/2013)

4/3/2013

Call #: HG4027.6 .L39 2013

The physics of Wall Street : a brief history of predicting the unpredictable / James Owen Weatherall. (4/3/2013)

4/3/2013

Call #: HG4910 .W357 2013

The unloved dollar standard : from Bretton Woods to the rise of China / Ronald I. McKinnon. (4/3/2013)

4/3/2013

Call #: HG3851 .M44 2013

Wall Street : a history / Charles R. Geisst. (4/3/2013)

4/3/2013

Call #: HG4572 .G4 2012

Currencies after the crash : the uncertain future of the global paper-based currency system / edited with commentary by Sara Eisen. (3/27/2013)

3/27/2013

Call #: HG353 .C87 2013

Public capital, growth and welfare : analytical foundations for public policy / Pierre-Richard Agénor. (3/27/2013)

3/27/2013

Call #: HG4028.C4 A275 2012

The complete idiot's guide to stock investing / by Ken Little. (3/27/2013)

3/27/2013

Call #: HG4661 .L58 2012

The most important thing illuminated : uncommon sense for the thoughtful investor / Howard Marks annotated by Christopher C. Davis ... [et .al] [foreword by Bruce C. Greenwald]. (3/27/2013)

3/27/2013

Call #: HG4521 .M3215 2013

Global uncertainty and the volatility of agricultural commodities prices / edited by Bertrand R. Munier. (3/20/2013)

3/20/2013

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Amazon.com

Call #: HG6046 .G55 2012