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Equity derivatives books
Posted: May 11th, 2007, 5:50 pm
by GWB
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...
Equity derivatives books
Posted: May 12th, 2007, 7:29 am
by Randomness
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
Equity derivatives books
Posted: May 14th, 2007, 1:44 pm
by GammaSkimmer
1.Hull2.Dynamic Hedging
Equity derivatives books
Posted: May 14th, 2007, 6:20 pm
by GWB
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 ...
Equity derivatives books
Posted: May 15th, 2007, 6:32 am
by pcerutti
"Equity Derivatives - Theory and Practise" by Overhaus, Ferrarris and more. John Wiley.Pierluigi