第 21 楼
好帖子。我做固定收益衍生物交易的，也开个我的书单：Liar's poker － 小说，读起来很爽。The Mind of a Trader by Alpesh Patel － 也是小说类似的，读起来蛮有趣的。Options, Futures and Other Derivatives By John Hull － 最基础的衍生物介绍，很全，几本把市场上的流行产品都覆盖了。Option Volatility & Pricing: Advanced Trading Strategies and Techniques By Sheldon Natenberg － option的经典，交易员人手一本Fixed Income Securities: Tools for Today's Markets By Bruce Tuckman －固定收益产品的实用读本，基本也是人手一本Options as a Strategic Investment by Lawrence G. McMillan －对Natenberg的补充
Advances in Fixed Income Valuation Modeling and Risk Management by Frank J. Fabozzi －老Fabozzi虽然近来出了无数烂书，这本个人觉得是对Tuckman的很好补充。
Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options by Riccardo Rebonato －更难点了，还在看，觉得不错。Trading for a Living: Psychology, Trading Tactics, Money Management by Alexander Elder －这本很有趣，讲群体心理学在市场交易里的应用。很新的研究方向，挺有趣的。
