2006-10-30 23:21:48鮪魚
鮪魚精選好書- 衍生性商品與交易
Gary’s Recent Selection [2006.10]
是怎樣, 最近大家都出書賺錢阿~ 床頭堆了好多書喔, 感覺很充實, 但不知何時讀得完 :(
The Poker Face of wall street
http://www.amazon.com/Poker-Face-Wall-Street/dp/0471770574/sr=8-1/qid=1159763433/ref=pd_bbs_1/104-3801664-4629559?ie=UTF8&s=books
Aaron Brown - for trading & Poker play- probability management
Fischer Black the Revolutionary Idea of Finance
http://www.amazon.com/Fischer-Black-Revolutionary-Idea-Finance/dp/0471457329/ref=pd_sim_b_4/104-3801664-4629559?ie=UTF8
Fisher Black- 有不少私生活的描述 應該值得買
My Life as a Quant
http://www.amazon.com/My-Life-Quant-Reflections-Finance/dp/0471394203/ref=pd_sim_b_1/104-3801664-4629559?ie=UTF8
Quant of the Year- Emanual Derman 自己寫的, Quant 必讀
Traders, Guns & Money: Knowns and unknowns in the dazzling world of derivatives
http://www.amazon.com/Traders-Guns-Money-dazzling-derivatives/dp/0273704745/sr=8-1/qid=1159765109/ref=pd_bbs_1/104-3801664-4629559?ie=UTF8&s=books
Satyajit Das 的新書, 談衍生商品 & 交易員的小道消息
A History of the Theory of Investments: My Annotated Bibliography (Wiley Finance)
http://www.amazon.com/gp/product/0471770566/ref=pd_cp_b_title/102-7528323-7847356
Mark Rubinstein 大師著作
Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice (Princeton Lectures in Finance)
http://www.amazon.com/Investors-Markets-Portfolio-Investment-Princeton/dp/0691128421/sr=8-1/qid=1162221034/ref=pd_bbs_sr_1/102-7528323-7847356?ie=UTF8&s=books
William F. Sharpe - 貴死人勒還是給他買下去, 會不會太迷信大師 ?!
The Volatility Surface: A Practitioner’s Guide
http://www.amazon.com/Volatility-Surface-Practitioners-Guide-Finance/dp/0471792519/ref=pd_sim_b_3/104-3801664-4629559?ie=UTF8
Jim Gatheral (Author) Nassim Nicholas Taleb (Foreword)
好吧 既然 nassim taleb 推薦 我們就給他讀讀看
Inside Volatility Arbitrage : The Secrets of Skewness
http://www.amazon.com/Inside-Volatility-Arbitrage-Secrets-Skewness/dp/0471733873/ref=pd_bxgy_b_text_b/104-3801664-4629559?ie=UTF8
Volatility and Correlation: The Perfect Hedger and the Fox
http://www.amazon.com/gp/reader/0470091398/ref=sib_dp_pt/104-3801664-4629559#reader-link
Riccardo Rebonato 的新書
Inside the house of money: Top Hedge Fund Traders on Profiting in the Global Markets
http://www.amazon.com/Inside-House-Money-Traders-Profiting/dp/0471794473/ref=pd_bxgy_b_text_b/104-3801664-4629559?ie=UTF8
for global macro hedge fund trading
是怎樣, 最近大家都出書賺錢阿~ 床頭堆了好多書喔, 感覺很充實, 但不知何時讀得完 :(
The Poker Face of wall street
http://www.amazon.com/Poker-Face-Wall-Street/dp/0471770574/sr=8-1/qid=1159763433/ref=pd_bbs_1/104-3801664-4629559?ie=UTF8&s=books
Aaron Brown - for trading & Poker play- probability management
Fischer Black the Revolutionary Idea of Finance
http://www.amazon.com/Fischer-Black-Revolutionary-Idea-Finance/dp/0471457329/ref=pd_sim_b_4/104-3801664-4629559?ie=UTF8
Fisher Black- 有不少私生活的描述 應該值得買
My Life as a Quant
http://www.amazon.com/My-Life-Quant-Reflections-Finance/dp/0471394203/ref=pd_sim_b_1/104-3801664-4629559?ie=UTF8
Quant of the Year- Emanual Derman 自己寫的, Quant 必讀
Traders, Guns & Money: Knowns and unknowns in the dazzling world of derivatives
http://www.amazon.com/Traders-Guns-Money-dazzling-derivatives/dp/0273704745/sr=8-1/qid=1159765109/ref=pd_bbs_1/104-3801664-4629559?ie=UTF8&s=books
Satyajit Das 的新書, 談衍生商品 & 交易員的小道消息
A History of the Theory of Investments: My Annotated Bibliography (Wiley Finance)
http://www.amazon.com/gp/product/0471770566/ref=pd_cp_b_title/102-7528323-7847356
Mark Rubinstein 大師著作
Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice (Princeton Lectures in Finance)
http://www.amazon.com/Investors-Markets-Portfolio-Investment-Princeton/dp/0691128421/sr=8-1/qid=1162221034/ref=pd_bbs_sr_1/102-7528323-7847356?ie=UTF8&s=books
William F. Sharpe - 貴死人勒還是給他買下去, 會不會太迷信大師 ?!
The Volatility Surface: A Practitioner’s Guide
http://www.amazon.com/Volatility-Surface-Practitioners-Guide-Finance/dp/0471792519/ref=pd_sim_b_3/104-3801664-4629559?ie=UTF8
Jim Gatheral (Author) Nassim Nicholas Taleb (Foreword)
好吧 既然 nassim taleb 推薦 我們就給他讀讀看
Inside Volatility Arbitrage : The Secrets of Skewness
http://www.amazon.com/Inside-Volatility-Arbitrage-Secrets-Skewness/dp/0471733873/ref=pd_bxgy_b_text_b/104-3801664-4629559?ie=UTF8
Volatility and Correlation: The Perfect Hedger and the Fox
http://www.amazon.com/gp/reader/0470091398/ref=sib_dp_pt/104-3801664-4629559#reader-link
Riccardo Rebonato 的新書
Inside the house of money: Top Hedge Fund Traders on Profiting in the Global Markets
http://www.amazon.com/Inside-House-Money-Traders-Profiting/dp/0471794473/ref=pd_bxgy_b_text_b/104-3801664-4629559?ie=UTF8
for global macro hedge fund trading