Owner: Books on trading URL:http://booksontrading.blogspot.com Join Date: Thu, 03 Jan 2008 18:03:13 -0600 Rating:0 Site Description: A former proprietary trader reviews some of the most influential trading books. If you want to learn how to trade FX, stocks or derivatives its good place to start. Site statistics:Click here
James Douglas Hamilton - Time Series Analysis 2008-01-03 14:36:00 Time series analysis (cointegration, VARs, state spaces etc). You need to read it before you start to design your statistical arbitrage trading systemTime series analysis (cointegration, VARs, state spaces etc). You need to read it before you start to design your statistical arbitrage trading system. Read more:James
, Douglas
, Hamilton
, Analysis
Jack D. Schwager - Market Wizards 2008-01-03 14:19:00 Absolutely number one. You just need to read this book. Although its quite old (from time when Trading was less quantitative), it gives you the intuition behind the trading Read more:Market
, Wizards
Riccardo Rebonato - Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond 2008-06-24 09:18:00 In this book Ricardo Rebonato, well-known academic and practitioner, reviews all important models for pricing Interest
-Rates derivatives. The book is somewhere in between the book by Bjork and the book by Musiela and Rutkowski in terms of mathematical difficulty. Ricardo begins with the lucid introduction to bond analysis and stochastic processes, so you can begin you journey with this book and yo Read more:Modern
, Pricing
, Derivatives
, Market
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