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2090 4
2009-12-10
本人MFE在学,下学期选了一门volatility analysis的课程,听说很难,于是想趁着圣诞节假期找些资料研究下。

但苦于不知道有哪本书比较适合初学者,所以向各位学长,同学请教 谢谢大家!!
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2009-12-10 04:35:25
I first learned about volatility in Hull's textbook, which you should already know.

Then I was introduced to the practical aspect of volatility in Natenberg's "The Option Trader's Guide To Probability, Volatility And Timing".

For academic side of things I know these 2 books can be downloaded here, but I haven't read them bcause I'm more focused on actual trading:
"A Practical Guide to Forecasting Financial Market Volatility"
"Forecasting Volatility in the Financial Markets"
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2009-12-10 07:35:39
2# ectopic
cheers, man. thanks for your advice. i really got a lot of help from your words. another problem is, do you think it would require a advance math skills for finish the course? i mean, for example, stochastc skills or something like this. thank you very much. have a good night~
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2009-12-10 08:00:08
Good ideas!
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2011-3-10 18:26:49
not quite necessary, for basic knowledge
learn some basic math and statistics
3# hantb4510
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