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I always recommend "Trading and Exchanges" by Larry Harris. If you want a slower mathematical introduction, I recommend the Stochastic Calculus for Finance boo

by niggler 13y ago

I always recommend "Trading and Exchanges" by Larry Harris. If you want a slower mathematical introduction, I recommend the Stochastic Calculus for Finance books by Steven Shreve.

strongvigilance 13y ago
I'd second the Harris book - very good intro to trading and markets.
- larsonf 13y ago
  I couldn't tell from your comments, strongvigilance, but do you code as well? I'm interested finding who on HN code but also show a deeper understanding of finance beyond just passing interest.
  - strongvigilance 13y ago
    To an extent - I'm a trader first, programmer second - learnt the latter to help with the former.
minimax 13y ago
Another endorsement of the Harris Book here. The technology is all out of date (hello SuperDot), but otherwise it's a great introduction to modern financial markets.