RESEARCH & TECHNICAL PAPERS
Acharya, Viral V., Lars A. Lochstoer and Tarun Ramadorai. Limits to Arbitrage and Hedging: Evidence from Commodity Markets. January, 2010.
Adland, Roar, Steen Koekebakker and Sigbjorn Sodal. "Pricing Freight Rate Options." Logistics and Transportation Review. March, 2006.
Alphonse, Pascal. Mispricing Persistence and The Effectiveness of Arbitrage Trading. December, 2003.
Ammann, Manuel, Axel Kind and Christian Wilde. “Simulation-Based Pricing of Convertible Bonds.” Journal of Empirical Finance. July, 2005.
Ammann, Manuel and Silvan Herriger. Relative Implied-Volatility Arbitrage with Index Options. AIMR. December, 2002.
Arai, Kei, Gyoichi Iwata, and Yoshiaki Kumagai. “Arbitrage Relation in the Corn Futures Prices of Japan and US.” Keio Business Review, No. 39. November, 2001.
Aslanidis, Nektarios, Denise R. Osborn and Marianne Sensier. Co-Movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations. University of Manchester. February, 2008.
Asness, Clifford S., Tobias J. Moskowitz, and Lasse H. Pedersen. Value and Momentum Everywhere. AQR Capital Management. February, 2009.
Bansal, Ravi, David A. Hsieh and S. Viswanathan. A New Approach to International Arbitrage Pricing. Duke University. April, 1993.
Barberis, Nicholas, Andrei Shleifer and Jeffrey Wurgler. “Comovement.” Journal of Financial Economics, No. 75. 2004.
Baruch, Shmuel, Andrew G. Karolyi and Michael L. Lemmon. “Multi-Market Trading and Liquidity: Theory and Evidence.” Journal of International Financial Markets, Institutions and Money. Vol. 8, No. 3-4, Pg. 393-412. December, 1998.
Bekaert, Geert, Campbell R. Harvey, and Angela Ng. “Market Integration and Contagion.” University of Chicago Journal of Finance. Vol. 78, No. 1, January, 2005.
Berggrun, Luis. Price Transmission Dynamics Between ADRs and their Underlying Foreign Security: The Case of Banco de Colombia S.A. December, 2005.
Berndt, Oliver and Bruno Stephan Veras de Melo. Capital Structure Arbitrage Strategies: Models, Practice, and Empirical Evidence. School of HEC at University of Lausanne. 2003.
Bhansali, Vineer and Joshua M. Davis. Offensive Risk Management II: The Case for Active Tail Hedging. PIMCO. April, 2010.
Bolgun, Kaan E., Engin Kurun and Serhate Guven. Dynamic Pairs Trading Strategy for the Companies Listed in the Istanbul Stock Exchange. Munich Personal RePEc Archive. October, 2009.
Bondarenko, Oleg. “Statistical Arbitrage and Securities Prices.” The Review of Financial Studies. Vol. 16, No. 3. Fall, 2003.
Bossu, Sebastien. Arbitrage Pricing of Equity Correlation Swaps. JP Morgan Equity Derivatives Group. 2005.
Bowen, David, Mark C. Hutchinson and Niall O’Sullivan. High Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution and Patterns in Returns. Centre for Investment Research, UCC. March, 2010.
Brabazon, Anthony, Kai Fan, Michael O’Neill and Conall O’Sullivan. Option Pricing Model Calibration using a Real-valued Quantum-inspired Evolutionary Algorithm. University College Dublin. 2009.
Bris, Arturo, William Goetzmann and Ning Zhu. Efficiency and the Bear: Short Sales and Markets around the World. Yale School of Management. 2003.
Brogaard, Jonathan A. High Frequency Trading and its Impact on Market Quality. Northwestern University Kellogg School of Management. 2010.
Brown, Stephen P.A. and Mine K. Yucel. What Drives Natural Gas Prices? Research Department, Federal Reserve Bank of Dallas. Working Paper 0703. 2007.
Bryan, Alex. Do ADRs violate the Law of One Price? Deviations from Price Parity in Absense of Fundamental Risk. Washington University in St. Louis. 2007.
Burner, Todd and Alain Kornhauser. Exploring the Effects of Anticipated Congestion on Truck Driver Route Choice Behavior. Princeton University department of Civil Engineering and Operations Research, 1999.
Carmona, Rene and Valdo Durrleman. Pricing and Hedging Spread Options. Department of Operations Research and Financial Engineering, Princeton University. February, 2003.
Carr, Peter and Andrew Chou. Hedging Complex Barrier Options. New York University. June, 2002.
Case, Spencer A. and Janet Payne. The Impact of Options Introduction on the Price and Volatility of Underlying Securities: A Study of American Depository Receipts. Texas State University. 2006.
Chamley, Christopher. “Complementarities in information acquisition with short-term trades.” Theoretical Economics. Paris-Jourdan Sciences Economiques and Department of Economics, Boston University. 2007.
Chan, Kalok, Allaudeen Hameed, and Sie Ting Lau. What if Trading Location is Different from Business Location? Evidence from the Jardine Group. Hong Kong University of Science and Technology. August, 2001.
Chang, Chai-Lin, Tanchano Khamkaw, Michael McAleer, and Roengchai Tansuchat. Modeling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns. Center for International Research on the Japanese Economy. October, 2009.
Chancharoenchai, Kanokwan and Sel Dibooglu. “Volatility Spillovers and Contagion During the Asian Crisis: Evidence from Six Southeast Asian Stock Markets.” Emerging Markets Finance and Trade. Vol. 42, No. 2. March, 2006.
Chordia, Tarun, Richard Roll, and Avanidhar Subrahmanyam. Recent Trends in Trading Activity. January, 2010.
Chow, Edward and Jonathan Elkind. “Where East Meets West: European Gas and Ukrainian Reality.” The Washington Quarterly. January, 2009.
Christoffersen, Peter, Vigang Errunza, Kris Jacobs and Xisong Jin. Is the Potential for International Diversification Disappearing? March, 2010.
Chulia, Helena, Francisco J. Climent, pilar Soriano, and Hipolit Torro. Volatility Transmission Patterns and Terrorist Attacks. University of Valencia. September, 2009.
Coroneo, Laura, Ken Nyholm and Rositsa Vidova-Koleva. How Arbitrage-Free is the Nelson-Siegel Model? ECB Working Paper No. 874. 2008.
Cotter, John. International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000. University College Dublin. 2004.
Cousot, Laurent. Conditions on option prices for absence of arbitrage and exact calibration. Courant Institute. 2006.
Dahr, Haakon Wilhelm. Real options in the LNG shipping industry. Norges Handelshoyskole. 2007.
De Long, J. Bradford, Andrei Shleifer, Lawrence H. Summers and Robert Waldmann. “Noise Trader Risk in Financial Markets.” University of Chicago Journal of Political Economy. Vol. 98, No. 4. August, 1990.
Demeterfi, Kresimir. “How to Value and Hedge Options on Foreign Indexes.” Quantitative Strategies Research Notes. Goldman Sachs. September, 1998.
Demeterfi, K., E. Derman, M. Kamal, and J. Zou. “More Than you Ever Wanted to Know About Volatility Swaps.” Quantitative Strategies Research Notes. Goldman Sachs. March, 1999.
Deng, Qian. Volatility Dispersion Trading. January, 2008.
Derman, Emanuel. “Model Risk.” Quantitative Strategies Research Notes. Goldman Sachs. April, 1996.
Derman, Emanuel. “Regimes of Volatility: Some Observations on the Variation of S&P 500 Implied Volatilities.” Quantitative Strategies Research Notes. Goldman Sachs. January, 1999.
Derman, Emanuel, Iraj Kani and Joseph Zou. “The Local Volatility Surface: Unlocking the Information in Index Option Prices.” Quantitative Strategies Research Notes. Goldman Sachs. December, 1995.
Dey, Malay K. and Chaoyan Wang. Return Spread and Liquidity on Chinese ADRs. Indian State University. July, 2008.
Donnelly, Katelyn R. and Edward Tower. Time-Zone Arbitrage in Vanguard International Index Funds. Duke University. July, 2008.
Duarte, Jefferson, Francis A. Longstaff and Fan Yu. Risk and Return in Fixed Income Arbitrage: Nickels in Front of Steamroller?” Review of Financial Studies. Vol. 20, No. 3. March, 2006.
Dunis, Christian, Ben Evans and Jason Laws. Modelling and Trading the Gasoline Crack Spread: A Non-Linear Story. CIBEF and Liverpool John Moores University. November, 2005.
Dunis, Christian, Ben Evans and Jason Laws. Modelling and Trading the Soybean-Oil Crush Spread with Recurrent and Higher Order Networks: A Comparative Analysis. CIBEF and Liverpool John Moores University. February, 2006.
Dunis, Christian, Ben Evans and Jason Laws. Trading Futures Spread Portfolios: Applications of Higher Order and Recurrent Networks. CIBEF and Liverpool John Moores University.
Easley, David, Marcos M. Lopez de Prado and Maureen O’Hara. “The Microstructure of the ‘Flash Crash’: Flow toxicity, liquidity crashes and the Probability of Informed Trading.” Journal of Portfolio Management.
Ejara, Demissew D. and Chinmoy Ghosh. “Impact of ADR Listing on the Trading Volume and Volatility in the Domestic Market.” Multinational Finance Journal. Vol. 8, No. 3-4.
Escobar, Marcos, Nicolas Hernandez, and Luis Seco. Term Structure of Commodities Futures. Forecasting and Pricing. RiskLab, University of Toronto. November, 2003.
Falkenberry, Thomas N. High Frequency Data Filtering. Tickdata.com 2002.
Fenn, Daniel J., Sam D. Howison, Neil F. Johnson, Mark McDonald and Stacy Williams. “The Mirage of Triangular Arbitrage in the Spot Foreign Exchange Market.” International Journal of Theoretical and Applied Finance (IJTAF). Vol. 12, No. 8, Pg. 1105-1123. 2009.
Fernholz, Daniel and Joannis Karatzas. On Optimal Arbitrage. University of Texas and Columbia University. 2008.
Fiske, Barrett, Lan Turner and Neal Weintraub. Trading Winter Spreads. Fiske Walter Capital Management, Ltd. 2007.
Fleckenstein, Matthias, Francis A. Longstaff and Hanno Lustig. Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle. UCLA Anderson School of Management. September, 2006.
Fung, William and David A. Hsieh. “The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers.” The Review of Financial Studies. Vol. 14, No. 2. 2001.
Gagnon, Louis and Andrew G. Karolyi. “Multi-Market Trading and Arbitrage.” Journal of Financial Economics (JFE). Vol. 97, No. 1. July, 2010.
Gallagher, Liam and Mark Hutchinson. Convertible bond arbitrage. Dublin City University and University College Cork. 2004.
Gallagher, Liam A. and Mark C. Hutchinson. Regime Change and Convertible Arbitrage Risk. Dublic City University and University College Cork.
Geczy, Christopher C., David K. Musto, and Adam V. Reed. Stock are Special Too: An Analysis of the Equity Lending Market. The Wharton School, University of Pennsylvania. 2001.
Glosten, Lawrence R. "Is the Electronic Open Limit Order Book Inevitable." The Journal of Finance, Vol. 49, No. 4. September, 1994.
Goetzmann, William N., Lingfeng Li, and K. Geert Rouwenhorst. Long-Term Global Market Correlations. Yale ICF Working Paper No. 00-60. February, 2002.
Goetzmann, William N. and Stephen A. Ross. "Hedge Funds: Theory and Performance." MIT and Yale University. October, 2000.
Grammig, Joachim, Michael Melvin and Christian Schlag. The Role of US Trading in Pricing Internationally Cross-Listed Stocks. EFA 2004 Maastricht Meetings Paper No. 3267. 2004.
Gregori, Josep F. and Josep M. P. Gutierrez. Clustering Techniques Applied to Outlier Detection of Financial Market Series Using a Moving Window Filtering Algorithm. European Central Bank Working Paper. 2008.
Gromb, Denis and Dimitri Vayanos. Limits of Arbitrage: The State of the Theory. The Paul Woolley Centre Working Paper Series No. 9. Paper No. 650. March, 2010.
Hau, Harald. The Exchange Rate Effect of Multi-Currency Risk Arbitrage. INSEAD and CEPR. October, 2009.
HajYehia, Samer. Arbitrage Tests of Israel’s Currency Options Markets. Maurice Falk Institute for Economic Research in Israel. 1999.
Hogan, S., R. Jarrow, M. Teo, and M. Warachka. Testing Marketing Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies. Singapore Management University. May, 2003.
Holleaux, Didier. Value of Transatlantic Arbitrage. Gaz de France. Paper PS3-3.
Horst, Jenke Ter, Igor Loncarski and Chris Veld. The Rise and Demise of The Convertible Arbitrage Strategy. January, 2009.
Hu, Philip and Paul Wilmott. Value-at-risk and market crashes. Reading University. 2000.
Huang, Jikun, Hehui Jin, Albert Park, and Scott Rozelle. “Market Emergence and Transition: Arbitrage, Transaction Costs, and Autarky in China’s Rice and Corn Markets.” American Journal of Agricultural Economics. 2002.
Iwatsubo, Kentaro and Kazuyuki Inagaki. Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms. Kobe University, Japan.
Jacks, David S., Kevin H. O'Rourke, and Jeffrey G. Williamson. Commodity Price Volatility and World Market Integration since 1700. Harvard University. February, 2009.
Jarrow, Robert and Philip Protter. A Dysfunctional Role of High Frequency Trading in Electronic Markets. Johnson School Research Paper Series #08-2011. March, 2011.
Kang, Sang H. and Seong-Min Yoon. The Dynamics of Volatility Transmission between ADRs and Their Underlying Stocks: Evidence from the Korean Case. 2010.
Karolyi, Andrew G., and Lianfa Li. A Resolution of the Chinese Discount Puzzle. Tech. 2003.
Kavussanos, Manolis G. and Ilias D. Visvikis. “Shipping freight derivatives: a survey of recent evidence.” Maritime Policy & Management. 2006.
Kinlay, Jonathan. “Long Memory and Regime Shifts in Asset Volatility.” WILMOTT Magazine. January 2003. Pg. 78-82.
Knorring, John H. Basic Human Decision Making: An Analysis of Route Choice Decisions by Long-Haul Truckers. Princeton University. 2003.
Kolanovic, Marko. "Why We Have a Correlation Bubble." J.P. Morgan Global Equity Derivatives & Delta One Strategy. October, 2010.
Kondor, Peter. “Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading.” The Journal of Finance. Vol. 64, No. 2. April, 2009.
Koopman, Siem Jan, Andre Lucas and Albert J. Menkveld. “Modeling Round-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods.” Journal of Business and Economic Statistics. Vol. 25. 2007.
Koumkwa, Samuel and Raul Susmel. Arbitrage and Convergence: Evidence from Mexican ADRs. University of Houston. June, 2007.
Koszegi, Botond, Kristof Madarasz and Mate Matolcsi. A Failure of the No-Arbitrage Principle. London School of Economics. July, 2007.
Lehmann, Bruce N. Arbitrage-Free Limit Order Markets and the Pricing of Order Flow Risk. University of California at San Diego. December, 2006.
Li, Zhen. Examining Arbitrage Opportunities Among Canadian Cross-Listed Securities: Evidence from Stock and Option Markets. University of Saskatchewan. 2009.
Liu, John and Francis A. Longstaff. “Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities.” The Review of Financial Studies. UCLA. Vol. 17, No. 3. 2004.
Lo, Andrew W. and Mark T. Mueller. Warning: Physics Envy May Be Hazardous to Your Wealth! MIT Sloan School of Management. March, 2010.
Locke, Peter and Asani Sarkar. Liquidity Supply and Volatility: Futures Market Evidence. 1996.
Locke, Peter and Steven C. Mann. Do Professional Traders Exhibit Loss Realization Aversion? Texas Christian University. 2000.
Luo, Wu-chang. Spread Arbitrage between Stock Index Futures in Taiwan: A Cointegration Approach. Department of Economics, University of Southampton. November, 2002.
Lyytinen, Jussi-Pekka, Petri Jylha, and Matti Suominen. Arbitrage Capital and Currency Carry Trade Returns. Helsinki School of Economics. 2008.
Manalis, Gikas and Kate Phylaktis. Price Transmission dynamics between informational linked securities. Cass Business School, The City University of London. August, 2000.
Mansour, Lama and Gita Swamy. Arbitrage Opportunity between Indian stocks and their ADRs. Harvard Business School. 2006.
Martinot, Natacha, Jean-Baptiste Lesourd and Bernard Morard. On the Information Content of Futures Prices: Application to LME nonferrous metal futures. Ecole des Hautes Etudes Commerciales, Universite de Geneve. June, 2000.
McCullough, Robert. Did Amaranth Attempt to Corner the March 2007 NYMEX at Henry Hub? McCullough Research. September, 2006.
Menkveld, Albert J. High Frequency Trading and the New-Market Makers. VU University Amsterdam. March, 2011.
Mitchell, John B. Soybean Crush Spread Arbitrage: Trading Strategies and Market Efficiency. Central Michigan University. March, 2007.
Morkotter, Stefan and Simone Westerfeld. Rating Model Arbitrage in CDO Markets: An Empirical Analysis. Swiss Institute for Banking and Finance, University of St. Gallen. January, 2008.
Mullainathan, Sendhil and Richard H. Thaler. Behavioral Economics. MIT Department of Economics. 2000.
O’Brien, Kevin A., Maarten van de Voort, Adnan Rahman and Lorenzo Valeri. Seacurity:Improving the Security of the Global Sea-Container Shipping System. RAND Europe. 2003.
Ofek, Eli, Matthew Richardson, and Robert F. Whitelaw. "Limited arbitrage and short sales restrictions: evidence from the options markets." Journal of Financial Economics. Vol. 74. May, 2004.
Parcell, Joe L. “Emerging IP Markets: The Tokyo Grain Exchange Non-GMO Soybean Contract.” University of Missouri’s Agricultural Economics. May, 2002.
Park, Peter, Oguz Tanrikulu, and Guodong Wang. Systematic Global Macro: Performance, Risk, and Correlation Characteristics. Graham Capital Management, LP. January, 2009.
Plotkin, Irving H. Transfer Pricing is Not a Four Letter Word. PricewaterhouseCoopers. January, 2009.
Prokopczuk, Marcel. Pricing and Hedging in the Freight Futures Market. ICMA Centre, University of Reading. April, 2010.
Ruf, Johannes. Optimal Trading Strategies under Arbitrage. Columbia University. April, 2009.
Rzepkowski, Bronka. Order Flows, Delta Hedging and Exchange Rate Dynamics. Centre d’ Etudes Prospectives et d’Informations Internationales.
Sabri, Nidal R. “Cross Listings of Stocks among European-Arab (Mediterranean) Markets.” Finance India. March XVI.1. 2002.
Sabri, Nidal R. “Increasing Linkages of Stock Markets and Price Volatility.” Financial Risk and Financial Risk Management. Vol. 16. 2002.
Sherrod, Steve. Statement of Steve Sherrod, Acting Director of Surveillance, Division of Market Oversight. Commodity Futures Trading Commission. March 25, 2001.
Shleifer, Andrei and Robert W. Vishny. “The Limits of Arbitrage.” The Journal of Finance. March Vol. 52.1. 1997.
Soerensen, Jan T. Hedge Fund Portfolio Construction. The Fletcher School at Tufts University. April, 2006.
Sottinen, Tommi and Esko Valkeila. “On arbitrage and replication in the fractional Black-Scholes pricing model.” Statistics & Decisions. Vol. 21, No. 2. 2003.
Stoikov, Sasha and M. Avellaneda. High-Frequency Trading in a Limit Order Book. Cornell University. 2009.
Strogatz, Steven H. and Duncan J. Watts. “Collective Dynamics of ‘small-world’ networks.” Nature, Vol. 393, No. 4. June, 1998.
Taleb, Nassim N. “Bleed or Blowup? Why Do we Prefer Asymmetric Payoffs?” The Journal of Behavioral Finance, The Instutite of Psychology and Markets. Vol. 5, No. 1. January, 2004.
Tantisantiwong, Nongnuch. Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore Hedging. University of Dundee, UK. January, 2011.
Vlaar, P.J.G. and A.S.K. Wong. Modelling time-varying correlations of financial markets. Econometric Research and Special Studies Department, De Nederlandsche Bank. September, 2003.
Wang, Zhenyu and Xiaoyan Zhang. Arbitrage and the Empirical Evaluation of Asset-Pricing Models. Columbia University and Cornell University. 2003.
Watts, Duncan J. A simple model of global cascades on random networks. Columbia University New York, NY. February, 2002.
Zhuravleva, Polina. The Nature of LNG Arbitrage, and an Analysis of the Main Barriers for the Growth of the Global LNG Arbitrage Market. Oxford Institute for Energy Studies. 2009.
BOOKS & REPORTS
Ammann, Daniel. The King of Oil: the Secret Lives of Marc Rich. New York: St. Martin's, 2009.
Bhansali, Vineer. Pricing and Managing Exotic and Hybrid Options. New York: McGraw-Hill,1998.
Bernstein, William J. A Splendid Exchange: How Trade Shaped the World. New York: Atlantic Monthly, 2008.
Bookstaber, Richard M. A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation. Hoboken, NJ: J. Wiley, 2007.
Bown, Stephen R. Merchant Kings: When Companies Ruled the World, 1600-1900. Thomas Dunne Books. December, 2010.
Brown, Antony. Lloyd's of London. New York: Stein and Day, 1973.
Cassano, Danielle, Manoj Narang and Chris Ray. Tradeworx, Inc. Public Commentary on SEC Market Structure Concept Release. Tradeworx, Inc. April, 2010.
Chernow, Ron. The House of Morgan: an American Banking Dynasty and the Rise of Modern Finance. New York: Grove, 2001.
Chernow, Ron. Titan: the Life of John D. Rockefeller, Sr. New York: Vintage, 2004.
Copetas, A. Craig. Bear Hunting with the Politburo: a Gritty First-hand Account of Russia's Young Entrepreneurs and Why Soviet-style Capitalism Can't Work. New York: Simon & Schuster, 1991.
Copetas, A. Craig. Metal Men: How Marc Rich Defrauded the Country, Evaded the Law, and Became the World's Most Sought after Corporate Criminal. New York: Perennial, 2001.
Cottle, Charles M. Options Trading: The Hidden Reality. RiskDoctor, Inc. October, 2010.
Das, Satyajit. Traders, Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives. Harlow, England: Financial Times Prentice Hall, 2006.
Derman, Emanuel. My Life as a Quant: Reflections on Physics and Finance. Hoboken, NJ: Wiley, 2004.
Diamond, Jared M. Guns, Germs, and Steel: the Fates of Human Societies. New York: Norton, 2005.
Diamond, Jared M. The Third Chimpanzee: the Evolution and Future of the Human Animal. New York: HarperPerennial, 2006.
Downey, Morgan. Oil 101. [S.l.]: Wooden Table, 2009.
Eichenwald, Kurt. Conspiracy of Fools: a True Story. New York: Broadway, 2005.
Eydeland, Alexander and Krzysztof Wolyniec. Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging. John Wiley & Sons, Inc., Hoboken, New Jersey. 2003.
Financial Crisis Inquiry Commission. The Financial Crisis Inquiry Report: Final Report of the National Commission on the Causes of the Financial and Economics Crisis in the United States. January, 2011.
Friedman, Thomas L. The Lexus and the Olive Tree. Anchor Books. April, 2000.
Geman, Helyette. Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy. Chichester: J. Wiley & Sons, 2006.
Haug, Espen Gaarder. The Complete Guide to Option Pricing Formulas. New York. McGraw-Hill, 2007.
Hitchens, Christopher. Letters to a Young Contrarian. New York: Basic, 2005.
Investment Analytics. Volatility Arbitrage Program: Description of Modeling System and Investment Program. August, 2004.
Johnson, Barry. Algorithmic Trading & DMA: an Introduction to Direct Access Trading Strategies. London: 4Myeloma Press, 2010.
LeVine, Steve. Putin's Labyrinth: Spies, Murder, and the Dark Heart of the New Russia. New York: Random House, 2009.
LeVine, Steve. The Oil and the Glory: the Pursuit of Empire and Fortune on the Caspian Sea. New York: Random House, 2007.
Lewis, Michael. Liar's Poker: Rising through the Wreckage on Wall Street. New York: Norton, 1989.
Lewis, Michael. The Big Short: inside the Doomsday Machine. New York: W.W. Norton, 2010.
Lowenstein, Roger. When Genius Failed: the Rise and Fall of Long-Term Capital Management. New York: Random House, 2000.
Lynch, Peter, and John Rothchild. Beating the Street. New York: Simon & Schuster, 1994.
Mezrich, Ben. Rigged: The True Story of an Ivy League Kid who Changed the World of Oil, From Wall Street to Dubai. William Morrow, 2007.
Midgley, Dominic, and Chris Hutchins. Abramovich: the Billionaire from Nowhere. London: HarperCollins, 2005.
Mostert, Noel. Supership. London: Random House, 1975.
Natenberg, Sheldon. Option Volatility and Pricing: Advanced Trading Strategies and Techniques. New York: McGraw-Hill, 1994.
Preston, Richard. American Steel: Hot Metal Men and the Resurrection of the Rust Belt. New York: Prentice Hall, 1991.
Rand, Ayn. Atlas Shrugged. New York: Dutton, 2005.
Rottenberg, Dan. The Man Who Made Wall Street: Anthony J. Drexel and the Rise of Modern Finance. Philadelphia: University of Pennsylvania, 2001.
Soros, George. The Soros Lectures: at the Central European University. New York: BBS/Public Affairs, 2010.
Staff of the Fiscal Affairs Department. “Navigating the Fiscal Challenges Ahead.” World Economic and Financial Surveys. International Monetary Fund. May, 2010.
Steenbarger, Brett N. Enhancing Trader Performance: Proven Strategies from the Cutting Edge of Trading Psychology. Hoboken, NJ: Wiley, 2007.
Stewart, James B. Den of Thieves. New York: Simon & Schuster, 1991.
Sturm, Fletcher J. Trading Natural Gas: Cash Futures Options and Swaps. Tulsa, OK: PennWell, 1997.
Taleb, Nassim. The Black Swan: the Impact of the Highly Improbable. New York: Random House, 2009.
U.S. Commodity Futures Trading Commission and U.S. Securities and Exchange Commission. Findings Regarding the Market Events of May 6, 2010: Report of the Staffs of the CFTC and SEC to the Joint Advisory Committee on Emerging Regulatory Issues. 2010.
United States Joint Forces Command. The Joint Operating Environment. February, 2010.
Yergin, Daniel. The Prize: the Epic Quest for Oil, Money, and Power. New York: Simon & Schuster, 1991.
