Essential Mathematics for Market Risk Management! Nice new Wiley Finance book, released December 30th, on mathematical risk management. This nicely fills the middle ground between the mathematically advanced McNeil, Frey and Embrechts' Quantitative Risk Management and the mathematically light books such as Hull's Risk Management and Financial InstitutionsProfessor Helyette Geman's review: Simon Hubbert has written an excellent introduction to the mathematical foundations of market risk management. His book is written in an elegant style, striking the balance between complexity and accessibility. Great attention has been given to providing a clear exposition of the scientific concepts behind the subject. It should be top of the list for anyone seeking a thorough account of how mathematics can be used to solve complex problems in financial risk management.It may well be of interest to many students and practitioners alike!

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