[Banking-pm] Ladybird book of Risk?
bpretsel at gotadsl.co.uk
Tue Dec 5 14:40:36 PST 2006
light and quite interesting.
On 5 Dec 2006, at 14:01, alex at owal.co.uk wrote:
>> 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
> 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
> 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
> 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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