Posts Tagged ‘financial mathematics’

Introduction

December 29, 2011

There are so so many books on finance and financial mathematics, but not one that gives you a real sense of the terminology, techniques and general knowledge you will need to learn to become successful in fixed-income financial mathematics and trading.

This blog aims to cover topics of direct interest and directly applicable to anyone working on or alongside a fixed-income trading floor.

And for the generally inquisitive mind there are also scatterings from other topics of interest like mathematics, probability theory, computing, languages, economics, education, art & design.

As a starting suggestion, have a look at:

How to calculate option prices in your head

How to understand fixed-income trader jargon

A fast-moving introduction to probability theory

Everything you need to know about swap spreads

A non-technical description of the risk-neutral measure

Ito product and quotient rules in trader speak

Why does the yield curve slope upwards?

Intuition for the forward-FX equation

Please feel free to ask questions or post suggestions via the comments feature at the bottom of each post.

Or if that sounds too scary, just give me a Like with the button.