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John Hull is canon. Read it, live it, love it, keep it under your pillow. It is truly superb. Nassim Taleb's "Dynamic Hedging" is the finest book I'm aware of
by joncooper 15y ago
John Hull is canon. Read it, live it, love it, keep it under your pillow. It is truly superb.
Nassim Taleb's "Dynamic Hedging" is the finest book I'm aware of on the subject of actually trading/managing vol portfolios. It's REALLY good. And dense.
"Paul Wilmott on Quantitative Finance" vol 1-3 are worth having as a reference, perhaps.
- joncooper 15y agoLet me add also: "Analysis and Use of Financial Statements" by White, Sondhi and Fried. It has nothing to do with computational finance but knowing more than nothing about financial statements and how to think about what a company actually IS can only help you in the long run. Also, it's quite interesting.
- veyron 15y agoIf you are going to go that route, I'd point to Brealey and Myers "Principles of Corporate Finance".