[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
Wilmott.
> Bonds: 'The Treasure Bond Basis', forget the author! Its on Amazon.
http://www.usastores.com/Consensus/26-48/c637.htm
http://www.amazon.com/Treasury-Bond-Basis-Speculators-Arbitrageurs/dp/1557384797
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.
http://www.amazon.com/Swaps-Other-Derivatives-CD-ROM-Finance/dp/0471495891/sr=11-1/qid=1165325831/ref=sr_11_1/103-5291245-0981423
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. '
Thanks!
Any more suggestions? The lighter the better :-)
Alex
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