Re:Ask HN: What are the best textbooks in your field of expe...
by minhazm423 on Monday October 01, 2018 @04:14AM
(#18110818)
What did you study? How did you apply the knowledge in the book?
Re:Ask HN: What are the best textbooks in your field of expe...
by cm2187 on Monday October 01, 2018 @04:21AM
(#18110842)
I studied engineering, applied maths and finance. I structured interest rate derivatives for a while. That’s the book I recommend to new joiners, even those without a stem background.
Re:Ask HN: What are the best textbooks in your field of expe...
by ratsimihah on Monday October 01, 2018 @04:51AM
(#18110961)
I'm seeing the 10th edition for £230 and the eight edition for cheaper. Would you be able to tell whether investing in the newer edition is worth?
Re:Ask HN: What are the best textbooks in your field of expe...
by cm2187 on Monday October 01, 2018 @04:56AM
(#18110978)
Are you talking about the Sadr book? I am not aware that there are multiple editions. The kindle version is $70/£55 on amazon.
Re:Ask HN: What are the best textbooks in your field of expe...
by ratsimihah on Monday October 01, 2018 @07:16AM
(#18111595)
Sorry, wrong reply! I was referring to Options, Futures and Other Derivatives.
On interest rates and yield curves, a book I would recommend is Sadr’s Interest Rates Swaps and their Derivatives [1]. Unfortunately it is a bit dated and a lot happened since it was written. But it is a very good book to understand interest rate models, which focuses more on the intuition and practical aspects and which I think is a lot more useful to a professional.
[1] https://www.amazon.com/Interest-Rate-Swaps-Their-Derivatives...