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Natenberg, Sheldon (1994).
Option Volatility and Pricing.
Most introductions to options trading are full of @#%!&. This one isn't. |
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Navin, Robert L. (2006).
Mathematics of Derivatives
is an unconventional book for mathematically sophisticated readers. |
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Nawalkha, S., G. Soto and N. Beliaeva
(2005). Interest Rate
Risk Modeling is about duration, convexity and related factor
sensitivities. |
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Nawalkha, S., G. Soto and N. Beliaeva
(2007). Dynamic
Term Structure Modeling is an accessible book on fixed income
financial engineering. |
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Neal, Larry (1990).
The Rise of Financial
Capitalism is a wonderful book on the origins of debt and equity
markets. |
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Neiderreiter, Harald (1992).
Random Number
Generation and Quasi-Monte Carlo Methods is a classic book on
quasi-Monte Carlo methods. |
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Neftci, Salih N. (2000).
An Introduction to
the Mathematics of Financial Derivatives is an intuitive
introduction to financial engineering math. |
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Neftci, Salih N. (2004).
Principles of Financial
Engineering is an introductory financial engineering text. |
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Nelken, Israel (2007).
Volatility as an
Asset Class is an edited collection. |
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Nelsen, Roger B. (1999).
An Introduction to Copulas
is essential reading for anyone who wants to understand copulas. |
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Nielsen, Lars Tyge (1999).
Pricing and
Hedging of Derivative Securities is the definitive text on the
"stochastic calculus approach" to derivatives pricing. |
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