Bibliography of "Alternative" Literature on Derivatives and Risk

Compiled by Don Chance

This collection of articles is the literature that you may have missed. Every article deals in some way with derivatives or people involved in derivatives. Some are wacky and off-beat. Others show unusual creativity and insight. All are, to put it simple, "different."

"A Brief History of Derivatives."  The Economist (February 19, 1996), 6.

Aley, James. "Wall Street's King Quant." Fortune (February 5, 1996), 108-112.

Aley, James. "Way Off Wall Street." Fortune (February 5, 1996), 114-120.

"Another Williams Wins World Cup." Futures (February, 1998), 16.

Armour, Terry and Bill Jauss. "Fight Raises Safety Concerns: Fan Attacks Myers During Cubs Game." Chicago Tribune (September 29, 1995).

Bell, Adrian R., Chris Brooks, and Paul Dryburgh.  "Interest Rates and Efficiency in Medieval Wool Forward Contracts."  Journal of Banking and Finance 31 (2007), 361-380.

Bernstein, Peter L. Against the Gods: The Remarkable Story of Risk. New York: Wiley (1996).

Bernstein, Peter L. "The Universal Financial Device." Chapter 11 in Capital Ideas: The Improbable Origins of Modern Wall Street. New York: Macmillan (1992).

Bernstein, Peter L. "Risk as a History of Ideas." Financial Analysts Journal (January-February, 1995), 7-11.

Black, Fischer. "How We Came Up With the Option Formula." Journal of Portfolio Management (Winter, 1989), 4-8.

Bouchaud, Jean-Philippe and Didier Sornette. "Derivatives Trading: Physicists Favor Less Complex and Risky Theory." Physics Today (March, 1996), 15-16.

Brooks, Robert. "Financial Risk: An Alternative Biblical Perspective." Journal of Biblical Integration in Business (Fall, 1996).

Chance, Don M. "A Chronology of Derivatives." Derivatives Quarterly (Winter, 1995), 1-8.

Cheyette, Oren and Ronald N. Kahn. "Derivatives Trading Again: Finance Pros Take on Physicists." Physics Today (July, 1996), 90-91.

Chichilnisky, Graciela. "Fischer Black: The Mathematics of Uncertainty." Notices of the American Mathematical Society (March, 1996), 319-322.

Chura, Hillary. "Brokers Are Geting a Life on the Trading Floor." Roanoke Times and World News (May 10, 1997), A5.

Church, George J. "What's Going Down?" Time (April 11, 1994), 24-27.

Conway, Oliver. "Mixing Business with Pleasure." Risk (February, 1997), 7.

Dimand, Robert W. "The Case of Brownian Motion: A Note on Bachelier's Contribution." British Journal of the History of Science (1993), 233-234.

Dixit, Avinash.  "An Option Value Problem from Seinfeld."  Economic Inquiry 50 (2012), 563-565.

Eldridge, Robert M. and Robert Maltby. "On the Existence and Implied Cost of Carry in a Medieval English Forward/Futures Market."  The Review of Futures Markets (1992), 36-49.

Falloon, William. "Women on the Edge of a New Market." Risk (December, 1997), 98-101.

Foxnews.  "Sex and Financial Risk Linked in Brain, Study Finds.",2933,346831,00.html.

Freeman, Andrew. "A Comedy of Errors."  The Economist (April 10, 1993), 3-37.

Frisby, Michael K. and Bruce Ingersoll. "First Lady Turned $1,000 Investment in Commodities Into a $98,000 Profit." The Wall Street Journal (March 30, 1994), A2.

Getler, Warren. "Some Meterologists Reap Windfall From Crop Futures Markets." The Wall Street Journal (July 13, 1993), C1, C18.

Goodwin, Irwin. "Is it True, as 60 Minutes Confidently Argues, Physicists Are to Blame for Derivatives Debacles?" Physics Today (May, 1995), 55.

"Gossip Column: Paul Anka Would Be Happy." Futures (January, 1998), p. 77.

Greenwald, John. "The Secret Money Machine." Time (April 11, 1994), 28-33.

"Holy Cow. Chicago Goes Long Cattle." Futures (August, 1999), p. 12.

Irving, Richard. "LIFFE Traders Get a Dressing Down." Risk (June, 1997), p. 10. (Dress codes at LIFFE)

Katz, Donald R. "The Boys in the Pits." Esquire (January, 1981), 33-39.

Kilman, Scott. "Farm Wives Step into Futures, As Brokerage Firms Woo Them." The Wall Street Journal (February 11, 1998), p. C1.

Kolb, Robert W.  "Risk Management and Risk Transfer:  Distributive Justice in Finance."  The Journal of Alternative Investments (Spring, 2011), 90-98.

Lenzner, Robert and William Heulein. "The Age of Digital Capitalism." Forbes (March 29, 1993).

Linton, Clifton. "Fickle Fingers Flash The Signs of Cash in the Trading Pits." The Wall Street Journal (May 16, 1995), .

Loomis, Carol J. "The Risk That Won't Go Away." Fortune (March 7, 1994), 40-56.

Lucchetti, Aaron. "At CBOT, the Boots Are Made for Tradin.'" The Wall Street Journal (June 19, 1997), C1.

Lux, Hal. "The Derivatives Lab: Pure Research Heats Up as Scholars Race for the Next Billion-Dollar Idea." Investment Dealers Digest (March 16, 1992).

Mann, Steven V. "Calls Are Like Air Conditions; Puts Are Like Heaters." Journal of Financial Education (Spring, 1996), 61-64.

"Marines Take Tips From Merc Traders in Zero-Sum Game. Lesson in Working Under Fire is an Annual Joint Event For Stout-Hearted Types." The Wall Street Journal (December 16, 1996), p. A11.

McCartney, Robert J. "'Skins Up by 10? You Make the Call: Punt or Put?" The Washington Post (January 26, 1992), H1, H5.

McEnally, Richard W. and Richard J. Rendleman, Jr. "How to Avoid Getting Taken in Listed Stock Options." AAII Journal (February, 1990), 8-13.

McGee, Suzanne. "Redesigning Trading Areas Can Be the Pits." The Wall Street Journal (August 7, 1995), C1.

McGee, Suzanne. "Loud Jackets Add to Clamor of Chicago Pits." The Wall Street Journal (July 31, 1995), C1.

Mize, Ray Dean. "Never Ever Lose Big." American Way (January 15, 1993), 52-57.

Murray, Matt. "Master Financial Gobbledygook On Your Own in One Easy Lesson." The Wall Street Journal (February 2, 1995), B1.

"On the Edge." The Economist (October 9, 1993), 3-22.

Pacelle, Michelle. "Can Commodity Traders Dance? New Yorkers May Find Out Today." The Wall Street Journal (June 15, 1995), B1.

Paul-Choudhury, Sumit. "Theories of Everything." Risk (December, 1997), 67.

Picker, Ida. "The Daffier Side of Derivatives." Institutional Investor (February, 1993), 94-98.

Price, John. "The Case of the Missing 10 Pounds." Derivatives Strategy (October, 1997), 34-39.

Ritchie, Mark A. God in the Pits: Confessions of a Commodities Trader. Nashville: Thomas Nelson (1990).

Robinson, Arthur L. "The Physics of High Finance." Physics Today (June, 1994), 55-56.

"Rogue Trader: The Movie," Derivatives Strategy, March, 1998, p. 10.

Rosenberg, Daniel. "CME Pork Traders are Hoping Wendy's Can Move the Meat." The Wall Street Journal (May 8, 1998), B5.

Schifrin, Matthew. "Battle-scarred Veterans at 25." Forbes (January 26, 1998), 70-72.

Seidenverg, Edward. "A Case of Confused Identity." Financial Analysts Journal (July-August, 1988), 63-67.

Skow, John. "Attack of the Data Miners." Time (April 11, 1994), 34-35.

Steinmetz, Greg and Barbara Donnelly Granito. "Finance Wizard Scored Mightily in Derivatives But Displeased the Boss." The Wall Street Journal (October 27, 1993), A1, A8.

Sullivan, Edward J. and Timothy M. Weithers. "Louis Bachelier: The Father of Modern Option Pricing Theory." Journal of Economic Education (Spring, 1991), 165-171.

Tanouye, Elyse. "Women Traders Make Headway on the Futures Floor." The Wall Street Journal (September 3, 1991), C1, C14.

Taylor, Jeffrey and Warren Getler. "Buy (Ouch!) Or Sell: The Commodity Pits Can Be Dangerous." The Wall Street Journal (March 19, 1993), A1, A4.

"The Sky Is the Limit." Risk (January, 1998), p. 7.

"The Pit People." The Wall Street Journal (January 23, 1986), 33.

Torres, Craig. "Mathematicians Race to Develop New Kinds of Trading Instruments." The Wall Street Journal (October 18, 1991), C1, C8.

"Trader Takes the Mound." Futures (November, 1995), 16.

Waitzman, William. "Market Shows There's More to Oscars Than Just Titanic." Barron's (March 23, 1998), 11.

Wall Street Journal. "A Bond Trader Elbows His Way Into the Market." October 16, 1998, p. A13.

Ware, James. "Quantum Investing." Financial Analysts Journal 48 (March/April, 1992), 10-14.

Waterloo, Claudia. "Dressing for Success Sometimes Demands Plaids & Polka Dots." The Wall Street Journal (March 16, 1983), 1, 24.

"Whatever Floats Your Boat." Risk (August, 1998), 13.

Zimmermann, Heinz and Wolfgang Hafner.  "Amazing Discovery:  Vincenz Bronzin's Option Pricing Models."  Journal of Banking and Finance 31 (2007), 531-546.


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Last updated:  May 27, 2012