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swoop2
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Joined: January 26th, 2005, 2:04 am

Books for MFE berkeley

August 10th, 2005, 2:41 am

I posted it this on my blog today (http://finengineer.blogspot.com) , but I think it may be best to get the opinion on this forum. A bit of background on me - joining MFE Berkeley in 06'. Not much finance background, but have experience in stochastics and simulation.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 Finmath, 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: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??thanks everyone!!!
 
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swoop2
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Books for MFE berkeley

August 10th, 2005, 2:47 am

I am sorry, my computer froze and looks like it created 3 new threads. Can the administrator delete the other two? Sorry about the confusion..
 
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swoop2
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Books for MFE berkeley

August 10th, 2005, 8:59 pm

Hmm.. No one??
 
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rajagopalp
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Books for MFE berkeley

August 11th, 2005, 1:24 am

There is thread "Path to enlightenment" in forums discusses about the Quant Finance Books
 
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swoop2
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Joined: January 26th, 2005, 2:04 am

Books for MFE berkeley

August 12th, 2005, 10:26 pm

Thanks. i will try to find that thread.