| Topic |
Book/Publication |
Author |
Comments |
| All markets |
www.finmath.com |
Various |
Comprehensive website on references, seminars, workshops, etc. |
| All markets |
www.e-analytics.com |
Equity Analytics, Ltd. |
Comprehensive website for cash and derivatives instruments and analytics |
| Bonds |
How the Bond Market Works |
Robert Zipf |
Good book for understanding the basic features of the US bond market and how it operates |
| Credit derivatives |
Credit Derivatives and Credit Linked Notes |
Satyajit Das |
Intermediate to advanced text on credit derivatives |
| Derivatives |
Mastering Derivatives Markets |
Francesca Taylor |
Derivatives explained in simple terms |
| Derivatives |
Derivatives in Plain Words |
Hong Kong Monetary Authority |
Good book for understanding derivatives, without much mathematics |
| Derivatives from a back office perspective |
www.swapjungle.com |
Roseanne Stanzione |
Good site for back-office professionals working with derivatives |
| Equity |
How the Stock Market Works |
John Dalton |
Good book for understanding the basic features of the US stock market and how it operates |
| Investing across asset classes |
Pioneering Portfolio Management |
David Swensen |
An excellent resource filled with tips and anecdotes from the CIO of the Yale University endowment. |
| Many fixed income securities and derivatives |
The Handbook of Fixed Income Securities |
Frank Fabozzi |
Excellent resource covering many types of fixed income securities with emphasis on pricing and market terminology |
| Money Market |
Money Market and Bond Calculations |
Marica Stigum and Franklin Robinson |
Excellent guide to money market instruments and calculations |
| Options and Futures |
Options, Futures, and other Derivatives |
John Hull |
Excellent resource for understanding pricing and market terminology |
| Repos |
Mastering Repo Markets |
Robert Steiner |
Excellent resource covering all aspects of repos, without much mathematics |
| Settlement |
After the Trade is Made |
David Weiss |
Excellent resource for operational flow of securities transactions |
| Swaps |
Mastering Swaps Markets |
Alan McDougall |
Swaps explained in simple terms |
| Swaps |
The Swaps Handbook |
Kenneth Kapner and John Marshall |
Excellent resource for understanding the basic to intermediate levels of swaps |
| Various mathematical and financial models |
http://finance.bi.no/~bernt/ gcc_prog/algoritms/ algoritms/node73.html |
Bernt Arne Odegaard |
Excellent resource for mathematical and financial models |
| Various |
www.finpipe.com |
Financial Pipeline, Inc. |
Educational website dedicated to finance |
