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book_holton_g_(2003)

More Questions Than Answers

July 13, 2007

For the past four years, I have been living with a mystery—a real-life mystery about some things that weren’t supposed to happen but did anyway. Today I will share with you what has been going on, at least to the extent my limited knowledge—and my fear of a libel suit—will allow. Like any good mystery, [...]

book_bookstaber_richard_(2007)

Book Review: Demon of Our Own Design

June 2, 2007

Richard Bookstaber knows his way around Wall Street. Thirty years ago, he transitioned from academia to practice. He has worked in trading and risk management since. Along the way, he wrote one of the best introductions to options trading ever published. In this new book, he takes on multiple tasks. First and foremost, he offers [...]

book_boberski_david_(2006)

Book Review: Valuing Fixed Income Futures

December 22, 2006

This book’s title is wrong. It is not a book about valuing fixed income futures. It is a book for traders—and a wonderful book at that. It targets experienced traders who are familiar with concepts such as Libor or repo but may be new to trading fixed income futures. Anyone entering these markets for the [...]

book_davis_and_etheridge_(2006)

Book Review: Louis Bachelier’s Theory of Speculation

December 7, 2006

This is one of the most satisfying finance books I have ever read. If you have any interest in the historical origins of quantitative finance, don’t waste your time reading my review. Just get a copy of this book. It is built around Louis Bachelier’s 1900 doctoral thesis on speculation and options trading in the [...]