Antifragile: Things That Gain From Disorder Nassim Nicholas Taleb
Antifragile is a standalone book in Nassim Nicholas Taleb’s landmark Incerto series, an investigation of opacity, luck, uncertainty, probability, human error, risk, and decision-making in a world we don’t understand. The other books in the series ar...
Investments Alex Kane and Alan Marcus and Zvi Bodie
The unifying theme is that security markets are nearly efficient, meaning that most securities are priced appropriately given their risk and return attributes. The content places greater emphasis on asset allocation and offers a much broader and de...
Trading and Exchanges: Market Microstructure for Practitioners Larry Harris
This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. Readers will learn about investors, brokers, dealers, arbitrageurs, retail traders, day traders, rogue trader...
The Volatility Smile Emanuel Derman, Michael B. Miller
The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed ...