Recommended Books?

[erol]

I have to say, I have two of Saliba's books, and I don't find them useful at all.

Options workbook 3rd Ed and Option Strategies for Directionless Markets

I think reading the other books mentioned covers in greater detail what they attempt to teach you.

I feel like these books are for people who want something quick and basic to go learn to trade.

But IMO, they leave a lot of unknowns, mostly about pricing model, the assumptions behind the pricing model, and some additional theory.

 

[erol]

Quote from chicagobears:

Filthy's book:

Volatility Trading + CDROM by Euan Sinclair, Ph.D.

http://www.amazon.com/Volatility-Trading-CD-ROM-Wiley/dp/0470181990

this was an excellent book!

though should you decide to purchase it, go to nuclearphynance forums for the errata.

It's under the books section.

 

[hlpsg]

Quote from chicagobears:

Filthy's book:

Volatility Trading + CDROM by Euan Sinclair, Ph.D.

http://www.amazon.com/Volatility-Trading-CD-ROM-Wiley/dp/0470181990

Thank you. Why is he called Filthy?

 

[dtrader98]

Quote from hlpsg:

Thank you. Why is he called Filthy?

You can ask him directly at Nuclear Phynance, as he's a regular poster there.

 

[hlpsg]

Quote from dtrader98:

You can ask him directly at Nuclear Phynance, as he's a regular poster there.

Thanks for the link dtrader, very nice forum.