I'm not really sure where to start but I would like to a book that gave an overview of Structured Finance ... I also prefer "classics" or book written in past decades! Also I am looking for a book that is theory and math...
Check out Satyajit Das- His book "Trader's Guns and Money" was excellent (a down to earth insiders guide on derivatives bullshit at various banks he worked at over the years) so I assume he is a competent teacher of derivatives. His other books are more academic... And in general, his comments since last year about the general credit market situation have been very accurate. So it's good to be educated by someone who can make money in this environment... His stuff is here: http://www.amazon.com/s?ie=UTF8&search-type=ss&index=books&field-author=Satyajit Das&page=1 BTW: John Hull's stuff is good- you can buy a used copy of one his options and derivatives books for a few books- good start there. If you want lots of theory and math - check out Espen Haug's two books - http://www.amazon.com/exec/obidos/s...s&index=books&field-author=Espen Gaarder Haug I own derivatives- models on models, and the complete guide to options pricing formulas. There are links to all the java code or whatever language you prefer to use if you wanted to run programs based on the models. The options guide is fairly simple- 1st year college math knowledge is fine. Derivatives is interesting for the conversations on the side- but the math is beyond me. You probably need to be a math or physics major to get it- I don't.. Another forum that might satisfy your appetite is called Nuclear Phynance- lots of quants and derivatives experts reside on that site. Good luck!