J Jason101 Experienced member Messages 1,376 Likes 218 Feb 6, 2011 #21 Have you tried: Ralph Vince's book -The Handbook of Portfolio Mathematics Jason
C cr6196 Well-known member Messages 444 Likes 76 Feb 7, 2011 #22 http://www.amazon.co.uk/Paul-Wilmot...=sr_1_2?ie=UTF8&s=books&qid=1297082974&sr=8-2 http://www.amazon.co.uk/Options-Futures-Other-Derivatives-Derivagem/dp/0132604604/ref=pd_sim_b_5 http://www.amazon.co.uk/Concepts-Pr...=sr_1_1?s=books&ie=UTF8&qid=1297083137&sr=1-1 more specifically, if you into options stuff like Dynamic Hedging, Rebanato and Volatility Surface will probablly be helpful.
http://www.amazon.co.uk/Paul-Wilmot...=sr_1_2?ie=UTF8&s=books&qid=1297082974&sr=8-2 http://www.amazon.co.uk/Options-Futures-Other-Derivatives-Derivagem/dp/0132604604/ref=pd_sim_b_5 http://www.amazon.co.uk/Concepts-Pr...=sr_1_1?s=books&ie=UTF8&qid=1297083137&sr=1-1 more specifically, if you into options stuff like Dynamic Hedging, Rebanato and Volatility Surface will probablly be helpful.