Books
As an aspiring quant, I want to have the FE bibles on my desk. I am looking into good solid books that teach the fundamentals (and not some hot new theory). There are tons of books listed on Amazon and FEmath, but most of them seem to be promising everything under the sun and more. I have been burnt before on a VBA for finance book, which I thought was not useful for me at all..
So I am looking for suggestions for books. The ones I have considered so far are:
So I am looking for suggestions for books. The ones I have considered so far are:
- Derivatives - Hull - Options, Futures and other derivatives (Definitely Bible material)
- Risk mgmt - Jorion - Finacial risk mgmt handbook (seems like a good handbook, also recommended for FRM exam)
- Fixed income - Fabozzi, Tuckman?? (cannot decide, suggestions please)
- Fin mathematics - Shreve, Neftci???
I am not sure what books are used at Berkeley, so maybe current students can comment??
posted by Quantjock at 12:33 PM
4 Comments:
It seems like the book for derivatives at MFE would be prof. Rubinstein's book.
A friend of mine from grad school who works in fixed income highly recommended Tuckman.
thanks Shoogu...
If you're looking for books on the applications of stochastic calculus to finance, two books that were recently recommended to me are:
(1) Black Scholes and Beyond: Option Pricing Models by Neil A. Chriss
and
(2) Stochastic Calculus and Financial Applications by J. Michael Steele
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