[Banking-pm] Ladybird book of Risk?

alex at owal.co.uk alex at owal.co.uk
Tue Dec 5 06:01:04 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
>  good.

Hmmm "fairly light" is what I need :-)
I have only recently heard of Taleb because he does training with Paul

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


Hmmm - my problem is that I need to understand the Risk on *EVERYTHING*.
Limiting myself to just Treasury is not an option. Obviously I might
benefit from understanding Treasury - but that is just one desk amng many
for me :-(

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


Hmmm - I dont actually need to know how to price anything - or calculate
risk sensitivities - but I do need to know what they are...

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


Any more suggestions? The lighter the better :-)


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