[Banking-pm] Ladybird book of Risk?
Barry Pretsell
bpretsel at gotadsl.co.uk
Tue Dec 5 14:40:36 PST 2006
http://www.amazon.co.uk/Against-Gods-Remarkable-Story-Risk/dp/
0471295639/sr=8-1/qid=1165358228/ref=pd_ka_1/203-1490188-9173507?
ie=UTF8&s=books
light and quite interesting.
Barry
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
>> 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
>
> _______________________________________________
> Banking-pm mailing list
> Banking-pm at pm.org
> http://mail.pm.org/mailman/listinfo/banking-pm
>
regards,
Barry
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://mail.pm.org/pipermail/banking-pm/attachments/20061205/d84bf8c8/attachment.html
More information about the Banking-pm
mailing list