From complex math to big-picture mechanics: New finance books for SFU researchers

I was just scanning a list of some of our newest books and ebooks and noticed several of the most recent batch touch on finance topics.  I thought that mini-trend merited a short post...

• Advanced fixed income analysis / Moorad Choudhry.

  

  
  
  * The latest mathematical techniques used for analysis and interpretation of the bond market.
  
   
• Finance, economics, and mathematics / Oldrich Alfons Vasicek.
  
  * A collection of the original papers and articles of "one of the pioneer scientists to provide foundational contributions in the pricing and risk measurement of fixed income securities -- default-free bonds that form the term structure of interest rates, and credit-risky bonds and loans -- and to implement them in practice."
  
   
• Stochastic calculus for quantitative finance / Alexander A. Gushchin.
  
  (AKA: "Mathematical Basis for Finance: Stochastic Calculus for Finance")
  
  * "This book covers the general theory of stochastic processes, local martingales and processes of bounded variation, the theory of stochastic integration, definition and properties of the stochastic exponential; a part of the theory of Lévy processes. Finally, the reader gets acquainted with some facts concerning stochastic differential equations."
  
   
• The handbook of high frequency trading / Greg N. Gregoriou.

  

  
  
  * This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation.
  
   
• Plunkett's investment & securities industry almanac 2016 : the only comprehensive guide to the investment & securities industry / editor and publisher: Jack W. Plunkett.
  
  * Yet another in the Plunkett Industry Almanacs series -- now available online for SFU researchers!
  
   
• Other people's money : the real business of finance / John Kay.
  
  Belzberg Library (SFU Vancouver):  HG 4521 K29 2015 (print book)
  
  * A critical look at the financial sector and financialization in general.
  
    

  

• Uncertainty, expectations, and financial instability : reviving Allais's lost theory of psychological time / Eric Barthalon.
  
  "... applies the neglected theory of psychological time and memory decay of Nobel Prize–winning economist Maurice Allais (1911–2010) to model investors' psychology in the present context of recurrent financial crises."

Happy reading!

-- MarkB

Mark Bodnar

Business & Economics Librarian

mbodnar@sfu.ca