books Recommendation for structurers

[iqtbaq]

Hi everyone,

I would like to ask what would be the best books to read for someone in a Junior Structuring position?
Ideally the books are focused in commodities market derivatives...but any recommendation on good books about other asset classes will be appreciated as well.

Thank you very much for your time!!

 

[C.Y.]

Try Dynamic Hedging by Nassim Taleb. It's more geared toward trading and managing an exotic book, but the content is very rich and it does cover some structured derivative products, like barriers, multi-asset, compounds, etc. It also has some insight and diff perspectives on derivatives.

 

[Ken Abbott]

The GARP ERM readings provide a comprehensive introduction and review. There are two parts, online (generally publicly available stuff) and print (copyrighted material). It's voluminous (perhaps 1000 pages overall), but it covers the basis.