[Banking-pm] Ladybird book of Risk?

mike at wormers.net mike at wormers.net
Tue Dec 5 05:10:33 PST 2006

Depends what area you are looking at but, I don't think you could
 go wrong with any of these:

 Equity Derivs: Nassim Taleb 'Dynamic Hedgign' is fairly light but quite

 Bonds: 'The Treasure Bond Basis', forget the author! Its on Amazon.

 Interest Rates: 'Swaps and Other Derivatives' , Richard Flavell.

 (Google, Uri Ron , Bank of Canada has some good on-line papers for
 bootstrapping curves) e.g.
 ' A Practical Guide to Swap Curve Construction. '


> On 5 Dec 2006, at 12:52, alex at owal.co.uk wrote:
>> This is rather embarassing after I've been doing perl for Risk
>> systems for
>> six months but does anyone know of a "Ladybird's First Book of Risk"?
>> I can handle the little detail - but I still dont have the big
>> picture.
> On project-related risks I like DeMarco & Lister's "Waltzing with
> Bears"... may be too light though...
> Adrian
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