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Risk is our Business

Top books of 2006

The latest (September/October) issue of Financial Engineering News (www.fenews-digital.com) carries not one but two lists of top ten books – one of technically orientated books and another of mass-market books relevant to financial engineering. We thought readers would find both of interest.

Technical top ten

  • The Advanced Measurement Approach to Operational Risk (editor: Ellen Davis) Risk Books
  • Introduction to Financial Technology (Freedman) Academic Press
  • Structured Finance and Insurance: The ART of Managing Capital and Risk (Culp) Wiley Finance
  • Credit Derivatives: Risk Management, Trading and Investing (Chaplin) Wiley Finance
  • Credit Derivatives and Structured Credit: A Guide for Investors (Bruyere et al) Wiley Finance
  • Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Albanese and Campolieti) Academic Press Advanced Finance Series
  • Risk Management: The Swaps & Financial Derivatives Library (Das) Wiley Finance
  • Counterparty Credit Risk Modelling: Risk Management Pricing and Regulation (editor: Michael Pykhtin) Risk Books
  • Quantitative Risk Management: Concepts, Techniques, and Tools (McNeil, Frey and Embrechts) Princeton Series in Finance
  • Financial Modeling of the Equity Market: From CAPM to Cointegration (Fabozzi, Focardi and Kolm) Wiley Finance

Mass-market top ten

  • Trammell Crow: A Legacy of Real Estate Business Innovation (Ewald) Urban Land Institute
  • Deals from Hell: M&A Lessons that Rise Above the Ashes (Bruner) Wiley
  • Twilight in the Desert: The Coming Saudi Oil Shock and the World Economy (Simmons) Wiley
  • Bubbles: And How to Survive Them (Calverley) Nicholas Brealey
  • The Bull Hunter: Tracking Today’s Hottest Investments (Denning) Wiley
  • The Little Book That Beats the Market (Greenblatt and Tobias) Wiley
  • Wealth Management: Private Banking, Investment Decisions, and Structured Financial Products (Chorafas) Elsevier
  • Getting Started in Hedge Funds (Strachman) Wiley
  • Inside the House of Money: Top Hedge Fund Traders on Profiting in the Global Markets (Drobny) Wiley
  • The Poker Face of Wall Street (Brown) Wiley

New Solvency II report

Guy Carpenter and Mercer Oliver Wyman have announced the joint publication of Solvency II: Preparing for the Dawning of a New Day. The comprehensive report examines the current state of Solvency II, the European Union’s wide-ranging review of current insurance directives, and its potential strategic impact on the non-life insurance industry.

‘The most important benefits for insurers of Solvency II likely will be evident once companies complete the data-gathering and organisational phases of the process, and they are empowered to manage their capital in a more informed, technically proficient way,’ said David Spiller, president and CEO of Guy Carpenter.

The report can be found at www.guycarp.com.