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!!
楼主: hantb4510
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关于 volatility analysis的求助 |
硕士生 84%
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回帖推荐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 Forec ...
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