Jayzed Data Architecture for Global Financial Institutions

 

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This is a selection of books I can personally recommend. There are subsections various IT topics. A special subjection includes tiles on finance that proved useful for business analysis.
  1. Finance
  2. Data Warehouse
  3. Software Engineering
  4. Object Oriented Methods
  5. Data Modeling and SQL
  6. Databases
  7. Programming Environments and Languages
  8. Networking and Operation Systems
  9. Miscellaneous

The list has been taken right out of our library inventory account. General Format:
    Author: Title, [Publisher Year]
    Comments about this book.


Finance

Reto Gallati: Risk Management and Capital Adequacy, [Mc Graw Hill 2003]

Joel Bessis: Risk Management in Banking, [Wiley 2002]

Morton Glantz: Managing Bank Risk, [Academic Press 2003]

Van Deventer, Imai: Credit Risk Models & the Basel Accounts, [Wiley 2003]

Steven Allan: Financial Risk Management [Wiley 2003]

John B. Caouette, Edward I. Altman, Paul Narayanan: Managing Credit Risk, [Wiley 1998]

Manuel Ammann: Credit Risk Valuation, [Springer 2001]

Gordian Gaeta: Frontiers in Credit Risk, [Wiley 2003]

Douglas G. Hoffman: Managing Operational Risk, [Wiley 2002]

Marcelo G. Cruz: Modeling measuring and hedging operational risk [Wiley 2002]

Van Deventer, Uyemura: Financial Risk Management, [Mc Graw Hill 1993]

Neil A. Chriss: Black-Scholes and Beyond - Option Pricing Models, [Irwin 97]

Satyajit Das: Risk Management and Financial Derivatives, [Mc Graw Hill 98]

Albert J. Fredman, George Cole Scott: Closed -End Funds, [NYNF 91]

Hendrik S. Houthakker, Peter J. Williamson: The Economics of Financial Markets, [Oxford 96]

Frank J. Fabozzi: Investment Management, [Prentice Hall 95]

Graham, Dodd: Security Analysis, [McGraw Hill 88]

John Hull: Introduction to Futures and Options Markets, [Prentice Hall 95]

Philip Jorion: Value at Risk, [McGraw-Hill]
An excellent presentation on this topic.

Paul R. Krugman, Maurice Obstfeld: International Economics - Theory and Policy, [Addison Wesley 97]

Lawrance G. McMillan: McMillan on Options, [Wiley 96]

Kevin J. Merz, Joseph Rosen: Investment Technology, [McGraw Hill 97]
IT strategies for institutional investors

Sheldon Natenberg: Option Volatiliy and Pricing, [Irwin 94]

Michael P. Niemira, Philip A. Klein: Forecasting Financial and Economic Cycles, [Wiley 94]

Michael Papaioannou, George Tsetsekos: Emerging Market Portfolios, [Irwin 97]

John A. Prestbo, Douglas R. Sease: Wall Street Journal - Book of International Investing, [Hyperion 97]

Harrison Roth: LEAPS Long-Term Equity Anticipation Securities, [Irwin 94]

William F. Sharpe, Gordon J. Alexander, Jeffrey V. Bailey: Investments [Prentice Hall 95]
The classic by the Nobel price winner

Bruno Solnik: International Investments, [Addison Wesley 96]

J. Peter Williamson: Investment Banking Handbook, [Wiley 88]


Data Warehouse

Ralph Kimball, Margy Ross: The Data Warehouse Toolkit, [Wiley 2002]

Ralph Kimball, Laura Reeves, Margy Ross, Warren Thornthwaite: The Data Warehouse Lifecycle Toolkit, [Wiley 1998]

W.H. Inmon: Building the Data Warehouse, [Wiley 2002]

Erik Thomsen: OLAP Solutions, [Wiley 2002]

Adamson, Venerable: Data Warehouse Design Solutions, [Wiley 1998]

Imhoff, Galemmo, Geiger: Mastering Data Warehouse Design, [Wiley 2003]

Michael L. Gonzales: IBM Data Warehousing, [Wiley 2003]

Mark & Mary Whitehorn: Business Inteligence, The IBM Solution, [Springer 1999]

Corey, Abbey, Abramson, Taub: Oracle 8i Data Warehousing, [Osborne 2002]

Chris Todman: Designing a Data Warehouse, [Hewlett-Packard 2001]

William A. Giovinazzo: Object-Oriented Data Warehouse Design, [Prentice Hall 2000]

John Pole, Dan Chang, Douglas Tolbert, David Mellor: Common Warehouse Metamodel, [OMG Press 2002]

Michael J. A. Berry: Data Mining Techniques, [Wiley 97]

Neilson Thomas Debevoise: The Data Warehouse Method, [Prentice Hall 99]

Barry Devlin: Data Warehouse - from Architecture to Implementation, [Addison Wesley 97]

Eric Sperley: The Enterprise Data Warehouse - Planing Building and Implementation, [ Prentice Hall 99]


Data Modeling and SQL

Batini, Ceri, Navathe: Conceptional Database Design [The Benjamin/Cummings 1992]

Michael Blaha, William Premerlani: Object-Oriented Modeling and Design for Database Applications, [Prentice Hall 98]
This book crosses the bridge from ER-Model to the corresponding Classes and vise versa.

Candance C. Fleming, Barbara von Halle: Handbook of Relational Database Design [Addison Wesley 1989]

Joe Celko: SQL for Smarties - Advanced SQL Programming, [Morgan Kaufmann 95]
Celko is a wizard on SQL. This is not just extravaganza but solid preferment programming

Joe Celko: SQL for Smarties - Advanced SQL Programming, [Morgan Kaufmann 2000]
Jayzed got the second edition which now has some 550 pages.

Joe Celko: SQL for Smarties -SQL Puzzles and Answers, [Morgan Kaufmann 95]
Celko the sequel ...

David C. Hay: Data Model Patterns - Conventions of Thought, [Dorset House 96]
Intrtoduces re-use for data modeling...

Jim Melton, Alan R. Simon: Understanding the new SQL - A Complete Guide, [Morgan Kaufmannn 93]
Still the best reference on ANSI SQL-92, specially the sections on compliance, a must when developing for several target systems.

Robert J. Muller: Database Design for Smarties - Using UML for Data Modeling, [Morgan Kaufmann 99]
Not to be confused with Celica's books.

Michael C. Reingruber, William W. Gregory: The Data Modeling Handbook, [Wiley 94]
This is a great reference to the details of modeling techniques. It is especially useful to derive checklist for reviews concerning naming conventions, entity, relationship and attribute consistency.


Software Engineering

T. Capers Jones: Estimating Software Costs, [McGraw-Hill 98]

Raymond Kehoe, Alka Jarvis: ISO 9000-3 A Tool for Software Product and Process Improvement, [Springer 96]

Steve McConnell: Code Complete, [Microsoft Press 93]

Steve McConnell: Rapid Development, [Microsoft Press 96]

Perry: Effective Methods for Software Testing, [Wiley 95]

Shel Siegel: Object Oriented Software Testing, [Wiley 96]

Ian Sommerville, Software Engineering, [Addison-Wesley 92]


Object Oriented Methods

Grady Booch: Object-Oriented Analysis and Design with Applications, [Benjamin Cummings 94]

Grady Booch: Object Solutions - Managing the Object Oriented Project, [Benjamin Cummings 94]

Grady Booch, James Rumbaugh, Ivar Jacobson: The Unified Modeling Language - User Guide, [Addison Wesley 1999]

Grady Booch, James Rumbaugh, Ivar Jacobson: The Unified Modeling Language - Reference Manual, [Addison Wesley 1999]

Gamma, Helm, Johnson, Vlissides: Design Patterns - Elements of Reusable Object-Oriented Software, [Addison Wesley 95]

James Martin, James J. Odell: Object Oriented Analysis and Design, [Prentice Hall 92]

James Martin, James J. Odell: Object Oriented Methods - Pragmatic Considerations, [Prentice Hall 96]

James Martin, James J. Odell: Object Oriented Methods - A Foundation, [Prentice Hall 95]



Databases

C. J. Date: Database Systems, [Addison Wesley 90]
The classic on databases, still fun to look today's up quotations on Date

DeBetta, Israel, Martin, Papa: SQL Server 6.5 Programming, [SAMS 98]

Roger Jennings: Using Access 97, [QUE 97]

Alfons Kemper, Guido Moerkotte: Object Oriented Database Management - Applications in Engineering and Computer Science, [Prentice Hall 94]

Stan Leszynski: Access 97 - Expert Solutions, [QUE 97]
The best book on the topic, Leszynski brings engineering to Access.

Karen Paulsen: Sybase SQL Server - Performance and Tuning Guide, [Sybase Press 96]

David K. Rensin, Andrew Fedorcheck: SQL Server 6.5 Secrets, [IDG Books 96]

Shaibal Roy, Marc B. Sugiyama: Sybase Performance Tuning, [Prentice Hall 96]

F. Scott Barker: Access 97 - Power Programming, [QUE 97]

David Solomon, Ray Rankins: SQL Server 6.5 unleashed, [SAMS 96]

Ron Soukup: Inside SQL Server 6.5, [Microsoft Press 97]
The most comprehensive text on how and why this database works.

Daniel J. Worden: Sybase Developer's Handbook, [AP Professional 99]


Programming Environments and Languages

Naba Barkakati: Object-Oriented Programming in C++, [SAMS 91]

Earl Cox: The Fuzzy Systems Handbook, [AP Professional 94]

John F. Fronckowiak: OLE DB and ADO, [SAMS 97]

William Green, Millard Brown: Power Builder - Object Oriented Design and Development, [McGraw Hill 97]

Helmut Herold: AWK and SED, [Addison-Wesley 94]

Deborah Kurata: Doing Objects in Microsoft Visual Basic 5.0, [Kurata Press 97]

The Mandelbrot Set: Advanced Visual Basic 5, [Microsoft Press 97]

McKelvy, Spotts, Siler: Using Visual Basic 5, [QUE 97]

Microsoft: ODBC 2.0 Programmer's Reference and SDK Guide, {Microsoft Press 92]

Edward S. Peschko, Michele DeWolfe: Perl 5 Complete, [McGraw Hill 98]

Steven Roman: Concepts of Object-Oriented Programming with Visual Basic, [Springer 97]

Barry Rosenberg: Korn Shell Programming Tutorial, [Addison-Wesley 91]

Leon Sterling, Ehud Shapiro: Prolog, [Addison-Wesley 88]

William R. Vaughn: Visual Basic and SQL Server, [Microsoft Press 97]


Networking and Operation Systems

Maurice J. Bach: The Design of the UNIX Operating System, [Prentice Hall 86]

Stephen Coffin: UNIX System V Release 4 - The complete reference, [McGraw-Hill 89]

Ian L. Harrington: Ethernet Neworking, [Morgan Kaufman 1999]

Doug Lowe: MVS TSO Part 1 Concepts and ISPF, [Murach 1991]

Marschall T. Rose: The Simple Book - An Introduction to Internet Management, [Prentice Hall 94]

Michael Santifaller: TCP/IP and NFS, [Addison Wesley 90]

John J. Valley: UNIX Programmers Reference, [QUE 91]

Toby J. Velte, Anthony T. Velte: Windows NT Enterprise Newtworking, [McGraw Hill 1998]

Mitchell Waite: UNIX Papers for Developers and Power Users, [SAMS 87]


Miscellaneous

Louis V. Gerstner: Who Says Elephants Can't Dance?, [Harper Business 2002]

Sheldon M. Ross: Mathematical Finance, [Cambridge 2003]

Stephen Fishman: Software Development - A Legal Guide, [Nolo Press 98]

Stephen Fishman: Consultant and Independent Contractor Agreements, [Nolo Press 98]

Greg Helmstetter: Increasing Hits [Wiley 1997]

Herman Holtz: Proposal Writing, [Wiley 98]

Christopher R. Malburg: Accounting for the new Business, [Adams 97]

Kate McGrath, Stephen Elias: Trademark - Legal Care for your Business and Product Name, [Nolo Press 97]

David Minars: Corporations, [Barron's 96]

Mose, Jackson, Down: Day-To-Day Business Accounting, [Prentice Hall 97]

Janet Ruhl: Computer Consultants Guide, [Wiley 97]

Alan R. Simon: Successful Computer Consultant [McGraw Hill 98]

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