I search a valuation of financial products's book

rik · October 24th, 2006, 10:00 am

I'm interested in valuate most of the financial products of the market.Do you recommend some books to learn it? I need to know how to valuate fixed income, derivatives,... how to calculate the volatility and correlation,... alls aspects.Thanks.

ppauper · October 25th, 2006, 1:44 pm

you want a quant book (eg wilmott or hull ?)or a more general book on investments ?

rik · October 25th, 2006, 1:51 pm

I have Hull and wilmott, but the problem is applicate these books, overall, the problem is the volatility, the smiling, how calculate it,... the application of the mettod.

ppauper · October 25th, 2006, 5:57 pm

QuoteOriginally posted by: rik but the problem is applicate these booksah, applicating books is always a problem

mit · October 25th, 2006, 8:32 pm

Handbook of Applications

rik · October 26th, 2006, 9:37 am

Then, how can I learn about the application of the models?

DominicConnor · October 30th, 2006, 8:40 am

I'm not sure I 100% get Riks question, but there seem to be one of two answers.I think you have Paul's little grey book, whereas you need his big book of bankinghttp://books.global-investor.com/books/23017.htm?ginPtrCode=10202&identifier=f8a39e271982a1531719589ee776a5b7But if you just want a global view of pricing methods there is the Collector's complete guide to option formulashttp://books.global-investor.com/books/9233.htm?ginPtrCode=10202&identifier=f8a39e271982a1531719589ee776a5b7

paladin · November 1st, 2006, 12:43 pm

I think that for IR side u can refer Brigo Mercurio or MYron Swannell .