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I search a valuation of financial products's book
Posted: October 24th, 2006, 10:00 am
by rik
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.
I search a valuation of financial products's book
Posted: October 25th, 2006, 1:44 pm
by ppauper
you want a quant book (eg wilmott or hull ?)or a more general book on investments ?
I search a valuation of financial products's book
Posted: October 25th, 2006, 1:51 pm
by rik
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.
I search a valuation of financial products's book
Posted: October 25th, 2006, 5:57 pm
by ppauper
QuoteOriginally posted by: rik but the problem is applicate these booksah, applicating books is always a problem
I search a valuation of financial products's book
Posted: October 25th, 2006, 8:32 pm
by mit
Handbook of Applications
I search a valuation of financial products's book
Posted: October 26th, 2006, 9:37 am
by rik
Then, how can I learn about the application of the models?
I search a valuation of financial products's book
Posted: October 30th, 2006, 8:40 am
by DominicConnor
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
I search a valuation of financial products's book
Posted: November 1st, 2006, 12:43 pm
by paladin
I think that for IR side u can refer Brigo Mercurio or MYron Swannell .