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GWB
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Equity derivatives books

May 11th, 2007, 5:50 pm

Could anyone suggest a couple of books on equity derivatives? Ideally, they should to readable to a person who is an entry-level quant (in FI) and who wants to be working in trading/structuring rather than in duilding models... Thanks in advance.The goal is to get a relative broad picture of the products, pricing theories, and frontiers. Of course, hope it can also provide reference if want to dig into some technical details later...
 
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Randomness
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Equity derivatives books

May 12th, 2007, 7:29 am

Try Introduction to Options Trading : forgot the name of the author but hes a dutch guy and a Barcap options trader, costs about 20 quid.good book to start off with and get a nice intuitive and mathematical grounding on the basics You could always buy more advanced books laterhope it helps
 
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GammaSkimmer
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Equity derivatives books

May 14th, 2007, 1:44 pm

1.Hull2.Dynamic Hedging
 
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GWB
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Equity derivatives books

May 14th, 2007, 6:20 pm

QuoteOriginally posted by: GammaSkimmer1.Hull2.Dynamic HedgingPlease be aware I am not looking for any generic option pricing/trading books. I would like to see something on Equity Derivative.anyway thanks for your reply ...
 
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pcerutti
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Equity derivatives books

May 15th, 2007, 6:32 am

"Equity Derivatives - Theory and Practise" by Overhaus, Ferrarris and more. John Wiley.Pierluigi