Download Subject CT1: Financial Mathematics

Subject CT1: Financial Mathematics
Actuarial mathematics. Bowers, N. L.; Gerber, H. U.; Hickman, J. C. et al. 2nd ed. Society of Actuaries, 1997.
753 pages. ISBN: 0938959468
An introduction to the mathematics of finance. McCutcheon, J. J.; Scott, W. F. Heinemann, 1986. 463 pages.
ISBN: 043491228X
Life insurance mathematics. Gerber, H. U. 3rd ed. Springer; Swiss Association of Actuaries, 1997. 217 pages.
ISBN: 354062242X.
Mathematics of compound interest. Butcher, M. V.; Nesbitt, C. J. Ulrich's Books, 1971. 324 pages. ISBN:
0960300015
Theory of financial decision making. Ingersoll, J. E. Rowman & Littlefield, 1987. 474 pages. ISBN:
0847673596
The theory of interest. Kellison, S. G. 2nd ed. Irwin, 1991. 446 pages. ISBN: 0256091501.
Subject CT2: Finance and Financial Reporting
Financial statement analysis in Europe. Samuels, J. M.; Brayshaw, R. E.; Craner, J. M. Chapman & Hall,
1995. 454 pages. ISBN: 0412544504
Fundamentals of financial management. Brigham, E. F.; Houston, J. F. 9th ed. Harcourt Brace, 2000. 959
pages. ISBN: 0030314615
How to read the financial pages. Brett, M. 2nd ed. Random House Business Books, 2003. 430 pages. ISBN:
0712662596
Interpreting company reports and accounts. Holmes, G.; Sugden, A.; Gee, P. 8th ed. Pearson Education, 2002.
298 pages. ISBN: 0273655922
Principles of corporate finance. Brealey, R. A.; Myers, S. C. 7th ed. McGraw-Hill, 2003. 1004 pages. ISBN:
0071151443
Subject CT3: Probability and Mathematical Statistics
John E. Freund's Mathematical statistics. Miller, I.; Miller, M.; [Freund, J. E.] 6th ed. Prentice Hall
International, 1999. 624 pages. ISBN: 0139741550.
Subject CT4: Models
Analysing survival data from clinical trials and observational studies. Marubini, E.; Valsecchi, M. G. John
Wiley, 1995. 414 pages. ISBN: 0471939870
Basic stochastic processes. A course through exercises. Brzezniak, Z.; Zastawniak, T. Springer, 1998. 225
pages. ISBN: 3540761756.
Fundamentals of actuarial mathematics. Promislow, D. Wiley, 2005. 392 pp. ISBN 9780470016893
Introduction to actuarial modeling. Hickman, J. C. North American Actuarial Journal (1997) 1(3): 1-5
Mortality studies. Scott, W. F. Department of Mathematical Sciences, University of Aberdeen, 2000. 147
pages..
Probability and random processes. Grimmett, G.; Stirzaker, D. 3rd ed. Oxford University Press, 2001. 596
pages. ISBN: 0198572220
Stochastic processes: an introduction. Jones, P; Smith, P. Arnold, 2001. 272 pp. ISBN 0340806540
Survival models and data analysis. Elandt-Johnson, R. C.; Johnson, N. L. John Wiley, 1999. 457 pages. ISBN:
0471349925.
Subject CT5: Contingencies
Actuarial mathematics. Bowers, N. L.; Gerber, H. U.; Hickman, J. C. et al. 2nd ed. Society of Actuaries, 1997.
753 pages. ISBN: 0938959468
Actuarial models for disability insurance. Haberman, S.; Pitacco, E. Chapman & Hall, 1999. 280 pages. ISBN:
0849303893.
The analysis of mortality and other actuarial statistics. Benjamin, B.; Pollard, J. H. 3rd ed. Institute and
Faculty of Actuaries, 1993. 519 pages. ISBN: 0901066265.
Life assurance mathematics. Scott, W. F. Heriot-Watt University, 1999. 343 pages..
Life contingencies. Neill, A. Heinemann, 1977. 452 pages. ISBN: 0434914401
(This book is no longer in print, but has been used as a textbook under earlier education strategies. You
should find it relatively easy to borrow a copy from a colleague. Alternatively you can borrow it from the
libraries.)
Life insurance mathematics. Gerber, H. U. 3rd ed. Springer; Swiss Association of Actuaries, 1997. 217 pages.
ISBN: 354062242X.
Modern actuarial theory and practice. Booth, P. M.; Chadburn, R. G.; Cooper, D. R. et al. Chapman & Hall,
1999. 716 pages. ISBN: 0849303885.
Subject CT6: Statistical Methods
An introduction to statistical modelling. Dobson, A. J. Chapman & Hall, 1983. 125 pages. ISBN: 0412248603
Introductory statistics with applications in general insurance. Hossack, I. B.; Pollard, J. H.; Zehnwirth, B. 2nd
ed. Cambridge University Press, 1999. 282 pages. ISBN: 052165534X
Loss models: from data to decisions. Klugman, S. A.; Panjer, H. H.; Willmot, G. E. et al. John Wiley, 1998.
644 pages. ISBN: 0471238848.
Practical risk theory for actuaries. Daykin, C. D.; Pentikainen, T.; Pesonen, M. Chapman & Hall, 1994. 545
pages. ISBN: 0412428504.
Subject CT7: Economics
Economics. Begg, D. K. H.; Fischer, S.; Dornbusch, R. 8th ed. McGraw-Hill, 2005. ISBN: 0077107756
Economics. Lipsey, R. G.; Chrystal, K. A. 10th ed. Oxford University Press, 2004. ISBN: 0199257841
Economics. Mankiw, N.G.; Taylor, M. P. Thomson, 2006. ISBN: 1844801330
Economics. Parkin, M.; Powell, M.; Matthews, K. 6th ed. Pearson Education, 2005. ISBN: 0321312643
Economics. Sloman, J. 6th ed. FT Prentice Hall, 2003. ISBN: 1405847182
Essentials of economics. Sloman, J. 4th ed. FT Prentice Hall, 2006. ISBN: 0273708813
Subject CT8: Financial Economics
Financial calculus. An introduction to derivative pricing. Baxter, M.; Rennie, A. CUP, 1996. 233 pages. ISBN:
0521552893.
Financial economics: with applications to investments, insurance and pensions. Panjer, H. H. (ed) The
Actuarial Foundation, 1998. 669 pages. ISBN: 0938959484
Interest rate models. An introduction. Cairns, Andrew J. G. Princeton University Press, 2004
Modern portfolio theory and investment analysis. Elton, E. J.; Gruber, M. J.; Brown, S. J. et al. 6th ed. John
Wiley, 2003. 705 pages. ISBN: 0471238546
Options, futures and other derivatives. Hull, J. C. 5th ed. Prentice Hall, 2002. 744 pages. ISBN: 0130465925.
Subject SA1: Health and Care Specialist Applications
The financial press and weekend supplements
The trade press, particularly those which specialise in health and care
The bulletins and other publications from reinsurers
Papers from the Institute and Faculty of Actuaries
Bulletins from the Continuous Morbidity Bureau
Presentations made at recent annual Faculty and Institute Healthcare Conferences
Other recommended references on the Health and Care pages
Subject SA2: Life Insurance Specialist Applications
Analysing movements in realistic balance sheets for with-profits funds. Coulthard, P. J. A.; Parkes, A. R.
SIAS, 2004. 70 pages.
Asset shares and their use in the financial management of a with-profits fund. Needleman, P. D.; Roff, T. A.
BAJ (1995) 1(4): 603-688.
The cost of capital for financial firms. Exley, J.; Smith, A. D.
BAJ (2006) 12(1): 229-301.
Current developments in embedded value reporting. O'Keeffe, P. J. L.; Desai, A. J.; Foroughi, K. et al
BAJ (2005) 11(3): 407-496.
Effective decision making in a life company. Iqbal, I.
BAJ (2005) 11(1): 133-182.
Financial aspects of longevity risk. Richards, S. J.; Jones, G. L. SIAS, 2004. 58 pages.
Financial services and investment markets in a low inflationary environment. Nowell, P. J.; Crispin, J. R.;
Iqbal, I. et al
BAJ (1999) 5(5): 851-897.
Lessons from closure: an analysis and comparison of the issues facing closed life funds and closed pension
schemes. Campbell, A. C.; Grimley, D. C.; Pallister, J. K. et al Faculty and Institute of Actuaries, 2006. 73 pages.
Living with mortality: longevity bonds and other mortality-linked securities. Blake, D.; Cairns, A. J. G.;
Dowd, K.
BAJ (2006) 12(1): 153-228.
Longevity in the 21st century. Willets, R. C.; Gallop, A. P.; Leandro, T. et al
BAJ (2004) 10(4): 685-832, 878-898.
A market-based approach to pricing with-profits guarantees. Hare, D. J. P.; Dickson, J. A.; McDade, P. A. P.
et al
BAJ (2000) 6(1): 143-213.
Market consistent valuation of life assurance business. Sheldon, T. J.; Smith, A. D.
BAJ (2004) 10(3): 543-626.
Measuring and managing the economic risks and costs of with-profits business. Hibbert, A. J.; Turnbull, C. J.
BAJ (2003) 9(4): 725-786.
Notes on options, hedging, prudential reserves and fair values. Wilkie, A. D.; Owen, M. P.; Waters, H. R.
BAJ (2005) 11(2): 199-312.
The Penrose Report. A discussion meeting held by the Institute of Actuaries. Abstract of the discussion.
[Report of the Equitable Life Inquiry]
BAJ (2004) 10(5): 1047-1070.
Reinventing annuities. Wadsworth, M. J.; Findlater, A. J. M.; Boardman, T. V. SIAS, 2001. 77 pages.
A review of policyholders' reasonable expectations. Shelley, M.; Arnold, M.; Needleman, P. D.
BAJ (2002) 8(4): 705-755.
Twin peaks. The enhanced capital requirements for realistic basis life firms. Muir, M. J.; Waller, R. M. SIAS,
2003. 46 pages.
Subject SA3: General Insurance Specialist Applications
The actuarial practice of general insurance. Hart, D. G.; Buchanan, R. A.; Howe, B. A. Institute of Actuaries
of Australia, 2001. 6th ed. 592 pages. ISBN: 0858130556.
Advisory note on Lloyd's US opinions. General Insurance Board. Faculty of Actuaries and Institute of
Actuaries, 1999. 14 pages.
Aspects of pricing in the London Market. Sanders, D. E. A.; Hitchcox, A. N.; Manjrekar, R.
BAJ (1998) 4(3): 427-483.
A change agenda for reserving. Report of the General Insurance Reserving Issues Taskforce (GRIT) Jones, T.;
Copeman, P. J.; Gibson, L. R. et al Faculty and Institute of Actuaries, 2006. 165 pages.
The cycle survival kit. An investigation into the reserving cycle and other issues. (Cardiff Convention)
Archer-Lock, P. R.; Fisher, S.; Hilder, I. M. et al
2003 General Insurance Convention (2003) 103-145.
Fair value accounting: implications for general insurers. Leigh, J. C. T. SIAS, 2004. 46 pages.
Foundations of casualty actuarial science. Casualty Actuarial Society. CAS, 2001. 4th ed. 817 pages. ISBN:
0962476226.
GRIP - General Insurance Premium Rating Issues Working Party [report] Anderson, D.; Bolton, C. G.; Callan,
G. L. et al 2007. 189 pages.
Lloyd's: post reconstruction and renewal. White, P. FT Financial Publishing, 1997. 172 pages. ISBN:
1853347450.
Loss reserves in the London Market. Maher, G. P. M.
BAJ (1995) 1(4): 689-760.
The management of losses arising from extreme events. (Paris Convention) Sanders, D. E. A.; Brix, A.; Duffy,
P. et al
2002 General Insurance Convention (2002) 2: 1-257.
Quantifying operational risk in general insurance companies. Tripp, M. H.; Bradley, H. L.; Devitt, R. et al
BAJ (2004) 10(5): 919-1026.
Risk-based capital in general insurance. Hooker, N. D.; Bulmer, J. R.; Cooper, S. M. et al
BAJ (1996) 2(2): 265-323.
UK asbestos - the definitive guide. Lowe, J. A.; Gravelsons, B. P.; Hawes, W. et al
2004 General Insurance Convention (2004) 135-354.
The valuation of general insurance companies. Ryan, J. P.; Larner, K. P. W.
JIA (1990) 117: 597-669.
World Trade Center (WTC) Working Party Paper. Gibson, L. R.; Badal, V.; Harding, R. J. et al Faculty and
Institute of Actuaries, 2002. 21 pages.
Subject SA4: Pensions and other Benefits Specialist Applications
Actuarial implications of the changes in ACT rules and the corporation tax rate. Faculty of Actuaries; Institute
of Actuaries. 1997. 22 pages + appendices.
Actuaries, pension funds and investment. Arthur, T. G.; Randall, P. A.
JIA (1990) 117: 1-49.
Allowing for the sponsor covenant in actuarial advice Final report. Sponsor Covenant Working Party. Faculty
and Institute of Actuaries, 2005. 40 pages.
A central discontinuance fund for pension schemes. Black, J. M.; Booth, G.; Cooper, D. R. et al. SIAS, 1999.
34 pages.
Continuing care retirement communities - attractive to members, but what about sponsors? Humble, R. A.;
Ryan, D. G.
BAJ (1998) 4(3): 547-614.
The effect of demographic factors and indexation on the long term financing of the state earnings-related
pension scheme. Daykin, C. D.; Young, A. G.
Journal of the Institute of Actuaries Students' Society (1987) 30: 181-198.
Extending retirement choices. Retirement income options for modern needs. Retirement Choices Working
Party. Faculty of Actuaries and Institute of Actuaries, 2001. 39 pages.
The financial theory of defined benefit pension schemes. Exley, J.; Mehta, S. J. B.; Smith, A. D.
BAJ (1997) 3(4): 835-966.
Guidance for trustees. The Pensions Regulator, 2005. 64 pages.
Guidance notes 3, 4, 13, 34, 36 and 51. Board for Actuarial Standards.
Guidance notes 24 and 48. Professional Standards Directory. Faculty and Institute of Actuaries.
Investment and occupational pensions. The Profession's initial response to the Myners Review of Institutional
Investment in the United Kingdom.. Faculty of Actuaries and Institute of Actuaries, [2001]. 8 pages.
Liability driven benchmarks for UK defined benefit pension schemes. Chambers, A. J.; Barnes, A. E.; Barnes,
M. et al. 2005. 56 pages.
Longevity in the 21st century. Willets, R. C.; Gallop, A. P.; Leandro, T. et al.
BAJ (2004) 10(4): 685-832, 878-898.
Matching and portfolio selection: Part 1. Wise, A. J.
JIA (1987) 114: 113-133.
Matching and portfolio selection: Part 2. Wise, A. J.
JIA (1987) 114: 551-568.
The matching of assets to liabilities. Wise, A. J.
JIA (1984) 111: 445-501.
A note on pension scheme design issues. Faculty of Actuaries Pensions Research Group. 2002. 10 pages.
Note on the relationship between pension assets and liabilities. Speed, C. A.; Bowie, D. C.; Exley, J. et al.
SIAS, 2003. 26 pages.
Objectives and methods of funding defined benefit pension schemes. McLeish, D. J. D.; Stewart, C. M.
JIA (1987) 114: 155-225.
The Occupational Pension Schemes (Minimum Funding Requirement and Actuarial Valuations) Regulations
1996. SI 1996 No.1536. Department of Social Security. HMSO, 1996. 34 pages. ISBN: 0110548523.
Pension fund asset valuation and investment. Dyson, A. C. L.; Exley, J.
BAJ (1995) 1(3): 471-557.
Pension fund valuations and market values. Head, S. J.; Adkins, D. R.; Cairns, A. J. G. et al.
BAJ (2000) 6(1): 55-141.
Pension funding and expensing in the minimum funding requirement environment. Greenwood, P. M.; Keogh,
T. W.
BAJ (1997) 3(3): 497-582.
Pensions and low inflation. Meredith, P. M. C.; Horsfall, N. P.; Harrison, J. M. et al.
BAJ (2000) 6(3): 547-619.
Pensions and the ageing population. Jollans, A. SIAS, 1997. 34 pages.
Pensions, funding and risk. Chapman, R. J.; Gordon, T. J.; Speed, C. A.
BAJ (2001) 7(4): 605-686.
The price of actuarial values. Gordon, T. J. SIAS, 1999. 35 pages.
A realistic approach to pension funding. Thornton, P. N.; Wilson, A. F.
JIA (1992) 119: 229-312.
Reinventing annuities. Wadsworth, M. J.; Findlater, A. J. M.; Boardman, T. V. SIAS, 2001. 77 pages.
Review of pensions. Submission from the Institute and Faculty of Actuaries. [1997]. 6 pages.
Risk budgeting in pension investment. Urwin, R. C.; Breban, S. J.; Hodgson, T. M. et al.
BAJ (2001) 7(3): 319-364.
The role and responsibilities of actuaries in the defined contribution environment in the United Kingdom.
Stocker, M. A.; Dudley, S. D.; Finlay, G. E. et al.
BAJ (1999) 5(4): 763-800.
The role of high yield corporate debt in pension schemes. Sweeting, P. J. SIAS, 2002. 54 pages.
The role of the state in pension provision. Abstract of the debate.
BAJ (1998) 4(5): 931-967.
The role of the state in pension provision. Papers for the debate at Staple Inn, 23 March 1998. Davies, B.;
Daykin, C. D.; Arthur, T. G. et al. 1998.
The role of your actuary in your pension scheme. Faculty of Actuaries and Institute of Actuaries, 1997. 15
pages. ISBN: 0 901066 27 3.
Submission on the relationship between pension assets and liabilities. Hill, J. SIAS, 2003. 6 pages.
Transfer value payments between occupational pension schemes. Pomery, M. A.; Jones, M. J.
Journal of the Institute of Actuaries Students' Society (1978) 22: 161-216.
The treatment of assets in the actuarial valuation of a pension fund. Day, J. G.; McKelvey, K. M.
JIA (1964) 90: 104-147.
A user's guide to FRS 17. Atherton, J. E. SIAS, 2001. 28 pages.
The value of actuarial values. Pemberton, J. M. SIAS, 1998. 38 pages.
Subject SA5: Finance Specialist Applications
Journals in Finance and Investment
Bank of England Quarterly Bulletin
Derivatives Quarterly
Financial Analysts Journal
Journal of Asset Management
Journal of Finance
Journal of Finance and Quantitative Analysis
Journal of Financial Economics
Journal of Portfolio Management
Professional Investor
Risk Magazine
Newspapers
The Economist
Financial News
Financial Times
Books
Asset pricing. Cochrane, J. H. Princeton University Press, 2005. Revised ed. 533 pages. ISBN:
0691121370.
Corporate finance. Brealey, R. A.; Myers, S. C.; Allen, F. McGraw-Hill, 2005. 8th ed. 1028 pages. ISBN:
007111551x.
Corporate finance and investment: decisions and strategies. Pike, R.; Neale, B. Financial Times Prentice Hall,
2003. 4th ed. ISBN: 0273651382.
Derivatives. The theory and practice of financial engineering. Wilmott, Paul. John Wiley, 1998. 740 pages.
ISBN: 0 471 98366 7.
Financial calculus. An introduction to derivative pricing. Baxter, M.; Rennie, A. Cambridge University Press,
1996. 233 pages. ISBN: 0521552893.
Financial economics: with applications to investments, insurance and pensions. Panjer, H. H. (ed). The
Actuarial Foundation, 2001. 669 pages. ISBN: 0938959484.
Fixed-income derivatives made simple. What a trustee needs to know. National Association of Pension Funds.
NAPF, 2005. 16 pages.
Fundamentals of financial management. Brigham, E. F.; Houston, J. F. Harcourt Brace, 2000. 9th ed. 959
pages. ISBN: 0030314615.
The handbook of international financial terms. Moles, Peter; Terry, Nicholas G. OUP, 1997. 605 pages. ISBN:
0 19 828885 9.
Hedge funds and funds of hedge funds made simple. What a trustee needs to know. National Association of
Pension Funds. NAPF, 2005. 20 pages.
Inefficient markets. An introduction to behavioral finance. Shleifer, Andrei. Oxford University Press, 2000.
viii, 216 pages. ISBN: 0 19 829228 7 0 19 829228 9 (pbk).
Investment mathematics. Adams, Andrew T; Booth, Philip M; Bowie, David C; Freeth, Della S. John Wiley
& Sons Ltd, 2003. 419 pages. ISBN: 0 471 99882 6.
Management of company finance. Samuels, J. M.; Wilkes, F. M.; Brayshaw, R. E. International Thomson,
1995. 6th ed. 1040 pages. ISBN: 1861522290.
Management of company finance. Solutions manual. Samuels, J. M.; Wilkes, F. M.; Brayshaw, R. E.
International Thomson, 1996. 6th ed. 243 pages. ISBN: 041271860X.
Options, futures and other derivatives. Hull, J. C. Prentice Hall, 2006. 6th ed. 789 pages. ISBN:
0131499084.
Swaps made simple. What a trustee needs to know. National Association of Pension Funds. NAPF, 2005. 16
pages.
Articles
Being actuarial with the truth. A story of economic confusion over defined benefit pension schemes. Carne,
Simon A. SIAS, 2004. 48 pages.
The cost of capital for financial firms. Exley, J.; Smith, A. D.
BAJ (2006) 12(1): 229-301.
The economics of insurance - how insurers create value for shareholders. Hancock, John; Huber, Paul P;
Koch, Pablo. Swiss Re, 2001. 45 pages.
The financial theory of defined benefit pension schemes. Exley, J.; Mehta, S. J. B.; Smith, A. D.
BAJ (1997) 3(4): 835-966.
Frictional costs. Ng, H. M.; Varnell, E. M. 2003. 63 pages.
Gentlemen prefer bonds. Alexander, B. London Business School, 2002.
Getting to grips with fair value. Abbink, M.; Saker, M. C. SIAS, 2002. 74 pages.
Lease terms, option pricing and the financial characteristics of property. Adams, Andrew T; Booth, Philip M;
MacGregor, B D.
BAJ (2003) 9(3): 619-635.
Measuring and managing the economic risks and costs of with-profits business. Hibbert, A. J.; Turnbull, C. J.
BAJ (2003) 9(4): 725-786.
Modern valuation techniques. Jarvis, S. J.; Southall, F. E.; Varnell, E. M. SIAS, 2001. 55 pages.
Pensions and capital structure. Why hold equities in the pension fund? Ralfe, John; Speed, Cliff A; Palin, Jon.
North American Actuarial Journal (2004) 8 (3): 103-132.
Pensions and economics: the way ahead. Wise, A. J.; McCarthy, D.; Neate, J. A. et al. SIAS, 2004. 53 pages.
Pensions, funding and risk. Chapman, R. J.; Gordon, T. J.; Speed, C. A.
BAJ (2001) 7(4): 605-686.
The tax consequences of long-run pension policy Black, F
Financial Analysts Journal (1980) July-August: 21-28.
Theory of risk capital in financial firms. Merton, R. C.; Perold, A. F.
Journal of Applied Corporate Finance (1993) 6(3): 16-32
Theory of the firm: managerial behaviour, agency costs and ownership structure. Jensen, M. C.; Meckling, W.
H.
Journal of Financial Economics (1976) 3(4): 305-360
Why can financial firms charge for diversifiable risk? Casualty Actuaries Society Bowles Symposium. Smith,
A. D.; Moran, I.; Walczak, D. 2003.
Subject SA6: Investment Specialist Applications
Journals in Finance and Investment
•
Annals of Actuarial Science
•
Bank of England Quarterly Bulletin
•
Derivatives Quarterly
•
Financial Analysts Journal
•
Journal of Asset Management
•
Journal of Finance
•
Journal of Finance and Quantitative Analysis
•
Journal of Financial Economics
•
Journal of Portfolio Management
•
Professional Investor
•
Risk Magazine
Newspapers
•
The Economist
•
Financial News
•
Financial Times
Books
2004 Finance and Investment Conference. Faculty and Institute of Actuaries, 2004.
2005 Finance and Investment Conference. Faculty and Institute of Actuaries, 2005.
2006 Finance and Investment Conference. Faculty and Institute of Actuaries, 2006.
Blueprint for investment. A long term contrarian approach. FitzHerbert, R. M. Wrightbooks, 1998. 2nd ed.
210 pages. ISBN: 1875857540.
Currency management: concepts and practices. Clarke, R. G.; Ktitzman, M. P. Institute of Chartered Financial
Analysts, 1996.
Equity-gilt study. BZW/Barclays Capital. Barclays Capital, 2007. ISBN: 0955317223.
Financial market analysis. Blake, D. John Wiley, 2000. 2nd ed. 721 pages. ISBN: 047187728X.
Financial Times guide to using and interpreting company accounts. McKenzie, W. FT Prentice Hall, 2003.
3rd ed. 404 pages. ISBN: 0273663127.
Fixed-income derivatives made simple. What a trustee needs to know. National Association of Pension Funds.
NAPF, 2005. 16 pages.
Foreign exchange risk [in: Financial institutions management: a modern perspective]. Saunders, A. 3rd ed.
McGraw-Hill, 2000. 742 pages. ISBN: 0071169857
The handbook of fixed income securities. Fabozzi, F. J. (ed). McGraw-Hill, 2000. 6th ed. 1335 pages. ISBN:
0071358056.
The handbook of international financial terms. Moles, Peter; Terry, Nicholas G. OUP, 1997. 605 pages. ISBN:
0 19 828885 9.
Hedge funds and funds of hedge funds made simple. What a trustee needs to know. National Association of
Pension Funds. NAPF, 2005. 20 pages.
International equity investing. Vertin, J. Institute of Chartered Financial Analysts, 1984.
International investments. Solnik, B. Addison-Wesley, 2000. 4th ed. 737 pages. ISBN: 0 201 47377 1.
Introduction to stock exchange investment. Rutterford, J. Macmillan, 1993. 2nd ed. 445 pages. ISBN:
033359388X.
Investment section monograph. Society of Actuaries; Investment Section. 1999. 152 pages. ISBN:
093895962X.
Investments. Sharpe, W. F.; Alexander, G. J.; Bailey, J. V. Prentice Hall, 1999. 6th ed. 962 pages. ISBN:
013011507X.
Investments. Bodie, Z.; Kane, A.; Marcus, A. J. McGraw-Hill, 2005. 6th ed. 1090 pages. ISBN: 0071238204.
Modern portfolio theory and investment analysis. Elton, E. J.; Gruber, M. J.; Brown, S. J. et al. John Wiley,
2003. 6th ed. 705 pages. ISBN: 0471238546.
Money and capital markets. Pricing, yields and analysis. Sherris, M. Allen & Unwin, 1996. 2nd ed. 217
pages. ISBN: 1864481595.
Options, futures and other derivatives. Hull, J. C. Prentice Hall, 2006. 6th ed. 789 pages. ISBN:
0131499084.
Risk management in banking. Bessis, J. John Wiley & Sons Ltd, 2002. 2nd ed. 792 pages. ISBN:
0471893366.
Stock index futures and options. The ins and outs of trading any index, anywhere. Gidel, S. A. John Wiley,
2000. 254 pages. ISBN: 0471295396.
Swaps made simple. What a trustee needs to know. National Association of Pension Funds. NAPF, 2005. 16
pages.
Worldwide asset and liability modelling. Ziemba, W. T.; Mulvey, J. M. (eds). Cambridge University Press,
1998. 665 pages. ISBN: 0521571871.
Articles
Absolute return funds and institutional investors. Howie, R. J.; Beukes, L. J.; Collier, I. C. et al. 2003. 40
pages.
The application of modern techniques to the investment of insurance and pension funds. Tilley, J. A.
23rd International Congress of Actuaries (TICA) (1988) R: 301-326.
Asset management: challenging strategic perceptions of tomorrow's markets. Strategic overview. Arthur
Andersen. 1999. 32 pages.
Bond asset management - an overview. Sweeting, P. J.; Bagnall, D. J.; Cutler, H. P. B. et al. SIAS, 2003. 55
pages.
A bridge too VaR. McKee, C.
North American Actuarial Journal (1999) 3 (2): 66-71.
The concept of investment efficiency and its application to investment management structures. Hodgson, T.
M.; Breban, S. J.; Ford, C. L. et al.
BAJ (2000) 6(3): 451-545.
The cost of capital for financial firms. Exley, J.; Smith, A. D.
BAJ (2006) 12(1): 229-301.
Derivatives for solvency protection. Kemp, M. H. D.
26th International Congress of Actuaries (TICA) (1998) 7: 451-472.
Employee saving and investment decisions in defined contribution pension plans: survey evidence from the
UK. Byrne, Alistair. [2005].
Equity market neutral investing. Goodsall, B.
Journal of Pensions Management (2000) 5 (3): 243-247.
Financial risk management. Dowd, K.
Financial Analysts Journal (1999) July/August: 65-71.
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