Arditti, Fred D. Derivatives : a comprehensive resource for options, futures, interest rate swaps, and mortgage securities. Boston : Harvard Business School Press, c1996. HG6024.U6 A73 1996
Banks, Erik. Complex derivatives : understanding and managing the risks of exotic options, complex swaps, warrants, and other synthetic derivatives. Chicago : Probus Pub. Co., c1994. HG6024.A3 B36 1994
Bernstein, Peter L. Against the gods : the remarkable story of risk. New York : John Wiley & Sons, c1996. HD61 .B4666 1996
Campbell, Tim S. Financial risk management : fixed income and foreign exchange. New York :HarperCollins College Publishers, c1993. Reserve HG4521 .C262 1993
Cases in financial engineering : applied studies of financial innovation. Englewood Cliffs, N.J. :Prentice Hall, c1995. Reserve HG176.7 .C37 1995
Chen, Lin. Stochastic mean and stochastic volatility : a three-factor model of the term structure of interest rates and its applications in derivatives pricing and risk management. Cambridge, MA : Blackwell Publishers, c1996. HOWARD-TILTON HB 539 .C54 1996
Daigler, Robert T. Managing risk with financial futures : hedging, pricing, and arbitrage. Chicago, Ill. : Probus, c1993. HG6024.9.U6 D354 1993
Derivative strategies for managing portfolio risk. Charlottesville, Va. : Association for Investment Management and Research, c1993. HG4529.5 .D37 1993
Doherty, Neil A. Corporate risk management : a financial exposition. New York : McGraw-Hill, c1985. HD61.D64 1985
Froot, Kenneth. Risk management, capital budgeting and capital structure policy for financial institutions :an integrated approach. Cambridge, MA : National Bureau of Economic Research, c1996. HOWARD-TILTON HB 1 .W654 no.5403
The Handbook of currency and interest rate risk management. New York : New York Institute of Finance, c1990. HG6024.3 .H36 1990
The Handbook of derivatives & synthetics : innovations, technologies and strategies in the global markets. Chicago, IL : Probus Publishing, 1994. HG6024.A3 H25 1994
The Handbook of financial engineering : new financial product innovations, applications, and analyses.New York : Harper Business, c1990. HG4026 .H289 1990
The Handbook of fixed income securities. 4th ed. Burr Ridge, Ill. : Irwin Professional Pub., c1995. HG4651 .H265 1995
Hull, John. Introduction to futures and options markets. 2nd ed. Englewood Cliffs, NJ : Prentice-Hall, 1995. HG6024.A3 H84 1995
Hull, John. Options, futures, and other derivative securities. 2nd ed. Englewood Cliffs, N.J. :Prentice Hall, c1993. HG6024.A3 H85 1993
Kolb, Robert W. Financial derivatives. New York : New York Institute of Finance, c1993. HG6024.3 .K65 1993
Ludwig, Mary S. Understanding interest rate swaps. New York : McGraw-Hill, c1993. HG6024.5 .L83 1993
MacCrimmon, Kenneth R. Taking risks : the management of uncertainty. New York : Free Press, c1986. HD61 .M23 1986
Managed futures in the institutional portfolio. New York : Wiley, c1992. HG6024.U6 M36
Marshall, John F. Understanding swaps. New York : Wiley, c1993. HG6024.A3 M373 1993
Petzel, Todd E. Financial futures and options : a guide to markets, applications, and strategies. New York : Quorum Books, 1989. HG6024.A3 P48 1989
Pitts, Mark. Interest rate futures and options. Chicago, Ill. : Probus Pub. Co., c1990. HG6024.5 .P58 1990
Powers, Mark J. Inside the financial futures markets. New York : Wiley, c1981. HG6024.A3P68
Protecting profits from market turmoil : strategic financial risk managing for the 1990s. New York : Business International Corporation, c1990. HG3853 .P76 1990
Saber, Nasser. Interest rate swaps : valuation, trading, and processing. Burr Ridge, Ill. : Irwin Professional Pub., c1994. HG6024.5 .S23 1994
Schwarz, Edward W. Financial futures : fundamentals, strategies, and applications.Homewood, Ill. : Irwin, 1986. HG6024.3.S38 1986
Shapira, Zur. Risk taking : a managerial perspective. New York : Russell Sage Foundation, c1995. HD61 .S44 1995
Smith , Clifford W., Jr., D. Skyes Wilford , Charles W. Smithson. Managing Financial Risk : A Guide to Derivative Products, Financial Engineering, and Value Maximization. Revised NY: Irwin, 1995. Reserve.
Stol, Hans R. Futures and options : theory and applications. Cincinnati, Ohio : South-Western Pub. Co., c1993. HG6024.A3 S76 1993
These are some of the journals that will include articles dealing with risk assessment and management. Some are directed towards a popular audience, and others to a academic, research oriented one. All are indexed in ABI/Inform.
Barron's. NY: Dow Jones & Co. Weekly.
Published weekly by Dow Jones, this newspaper publishes articles on
both industries and individual companies, as well as a wide range of business
and financial topics.
Financial Analysts Journal. Charlottesville, VA: Association for Investment Management and Research (AIMR). Bimonthly. Articles and news items covering both theoretical and practical aspects of new developments in investment management, security analysis, accounting, etc. Published by a non-profit organization (AIMR). Articles include bibliographies.
Futures. Cedar Falls, IA Oster Communications. 10 x/yr. A slick magazine aimed at practitioners, this publication contains "news, analysis, and strategies for options, futures, and derivitives." Includes short articles, interviews, and software reviews. Lots of ads. Full text available in Lexis.
Institutional Investor. NY: Institutional Investor, Inc. Monthly. A journal aimed at money managers, CFO's, and other related positions. Articles cover topics such as money management, investments, corporate financing, pension fund management, and investor relations. Some specific issues include guides, directories, and rankings. Full text available in Lexis.
Investment Dealers Digest. NY: IDD Enterprises. Weekly. A weekly news magazine for the security industry. News articles, plus lists of offered and newly registered securities. Specific issues include lists and rankings of various topics. Full text available in Lexis.
Journal of Derivatives. NY: Institutional Investor. Quarterly. Research articles concerning aspects of derivatives. Journal of Finance. NY: American Finance Association. 5x/yr. An academic journal published by the AFA, it contains theoretical and technical articles on all aspects of finance. Books reviews.
Journal of Financial and Quantitative Analysis. Seattle: U. of Washington. Quarterly. Another academic journal with technical, quantitative articles.
Journal of Financial Economics. Lausanne: Elsevier Science. Quarterly. Research, quantitative articles by academic scholars. One of the core academic journals in area of finance and investment.
Journal of Futures Markets. NY: Wiley. Quarterly. Academic articles on a wide range of issues within the area of futures. Published with the Center for the Study of Futures Markets at Columbia University.
Journal of Political Economy. Chicago: University of Chicago. Bimonthly. Research journal which includes articles on a variety of topics within the field of political economy. A core journal within the areas of international economics, labor, human capital, and finance.
Journal of Portfolio Management. NY: Institutional Investor. Quarterly. Includes mostly academic, research articles on subject areas such as market behavior, securities management, and portfolio strategies.
Pensions & Investments. Chicago: Crain Communications. Biweekly. A tabloid sized publication devoted to investing pension plan funds. Contains special issues throughout the year with rankings, directories, and comparative performance of various funds.
Review of Financial Studies. Cary, N.C.: Oxford University Press. Quarterly. Research-oriented articles by academic authors on aspects of investments, options, futures, and strategies. Includes book reviews.
Reference Books
These books are useful in defining or clarifying terms or concepts, and are shelved within the Reference Section of the business library:
The Financial analyst's handbook. 2nd ed. Homewood, Ill. : Dow Jones-Irwin, c1988. REF HG4521 .L625
The Handbook of fixed income securities. 4th ed. Burr Ridge, Ill. : Irwin Professional Pub., c1995. REF HG4651 .H265 1995
Handbook of modern finance. 1996 ed. Boston : Warren Gorham & Lamont, c1995. REF HG173 .H34 1995
International encyclopedia of business and management. 6 vols. New York : Routledge, c1996. REF HF1001 .I53 1996
The New Palgrave dictionary of money & finance. 3 vols. New York : Stockton Press, 1992. REF HG151 .N48 1992
Stocks, bonds, bills, and inflation yearbook. Chicago, Ill. : R.G. Ibbotson Associates Began in 1983. REF HG4501 c .S7949
Online Services & Databases
While most background information that gives an overview and explanation
of a subject area of study is in a handbook, encyclopedia, book, or journal
article format, electronic services provide up to the hour information
on market and economic conditions, graphs, and statistics.
The library provides access to the following online databases:
Bloomberg: Bloomberg provides information on financial market and commodity news. Major subject areas include equity valuation and derivatives, portfolio analysis, cross currency analysis, technical analysis, bond valuation, bond swaps and switches, and futures and options. There is online help available within the equity sector, as well as an expert help file. There are also occasional Bloomberg workshops offered by MBA students.
LEXIS/NEXIS: Provides full text articles from over 1000 newspapers, periodicals, and government publications; subjects range from business and law to medicine and music. Printed guides are available, as well as handouts in the library on basic searching techniques. Small-group introduction sessions are offered in the library on an occasional basis.
Dialog: Dialog is a vendor of over 600 databases from a broad scope of disciplines ranging from news and travel to scientific research and patents. Group or individual instruction is necessary to begin searching any of the Dialog databases.
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