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"Value at Risk" (VAR) is a modeling method used to determine how much money an organization is putting at risk through its trading activities. Here, Philip Best, an expert on the subject, offers a comprehensive and detailed discussion on the many aspects of VAR.

Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management. The book stresses the logic of theoretical models from the structural and the reduced--form kind, their applications and extensions.

This revised edition concentrates on the techniques of risk measurement and their implementation in the management of risk. It is developed from the first edition, "Handbook of Risk Management and Analysis", with five new chapters.

Equity derivative are future or options on stock or stock indexes. Traditional equity derivatives include warrants, options, futures, and stock index futures. This handbook covers equity index futures and options, and widens the scope of the mathematical discussion on the Black-Scholes model.

This volume covers developments in the interest rate markets, with descriptions and implementation techniques for all the major classes of interest rate models. It covers those models already in practice, as well as theoretical models.

This text provides up-to-date coverage of the latest techniques in option modelling, including the Monte Carlo and Binomial methods. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics.

Computational finance is a quantitative approach to risk management. This discipline encompasses the algorithmic and numerical procedures that form the backbone of modern mathematical finance and the creation of financial products. This book introduces computational finance and covers both theory and application.

Hybrid instruments are bonds or stocks with a fixed-rate of interest or dividend that can be traded on the open stock market for shares.

Risk management is a high profile area of finance. This revised edition represents the thinking of the specialists in the area, concentrating on the markets and products. There are four new chapters.

Everything today's executives and finance pros need to know about the freewheeling derivatives market to understant and manage risk with confidence Swaps, swaptions, caps, floors.

State-of-the-art instruction for understanding and using structured securities This book provides the most current and authoritative descriptions of today's most favored structured securities, including in-depth explanations of their comparative risk levels, disclosure requirements, and customer suitability provisions.

While derivatives continue to play an increasingly vital role in driving today's global financial markets, they also continue to be one of the most complicated and often misunderstood financial instruments in the marketplace.

A groundbreaking collection on currency derivatives, including pricing theory and hedging applications. "David DeRosa has assembled an outstanding collection of works on foreign exchange derivatives. It surely will become required reading for both students and option traders. "-Mark B.