Timeline for Starting mathematics reading for quants
Current License: CC BY-SA 3.0
13 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 14, 2014 at 2:31 | comment | added | athos | @madilyn ah got it. Hi to Mike :) | |
| Aug 13, 2014 at 23:42 | comment | added | madilyn | Not you two, silly. :) | |
| Aug 13, 2014 at 21:08 | comment | added | Trajan | Not my acquaintance. Nor do I have any colleagues. | |
| Aug 13, 2014 at 18:23 | comment | added | athos | Mike? @1234 -- your acquaintance? | |
| Aug 13, 2014 at 17:48 | comment | added | madilyn | @athos / 1234 - Unfortunately, I hadn't come from a credit trading background. However, Tuckman and Serrat's book discusses credit default swaps, credit risk of corporate bonds and spreads and Veronesi's book briefly touches on collateralized mortgage obligations. Mike - My colleague asks me to say hi. (: | |
| Aug 8, 2014 at 10:45 | vote | accept | Trajan | ||
| Aug 6, 2014 at 10:42 | comment | added | Trajan | Im really not sure what I would like most, so may be interested. | |
| Aug 6, 2014 at 8:16 | history | made wiki | Post Made Community Wiki by olaker | ||
| Aug 6, 2014 at 7:24 | comment | added | athos | how about credit trading? | |
| Aug 5, 2014 at 18:53 | comment | added | madilyn | Equity options are probably the most thoroughly-covered among financial engineering texts so I think the 4 books I've recommended cover most of the introductory reading that you need. In addition to that, perhaps you could take a look at Rebonato's Volatility and Correlation, and Sinclair's two books. | |
| Aug 5, 2014 at 18:50 | comment | added | madilyn | For interest rates... Rebonato has two books - Modern Pricing of Interest-Rate Derivatives and Interest-Rate Option Models. I would also look at Pelsser's Efficient Methods for Valuing Interest Rate and James & Webber's Interest Rate Modelling. | |
| Aug 5, 2014 at 18:36 | comment | added | Trajan | What about equity derivatives? Interest rate products? | |
| Aug 5, 2014 at 18:35 | history | answered | madilyn | CC BY-SA 3.0 |