Harsh,

The best introductory resource I know of is Hull's book, Options,
Futures, & Other Derivatives. Other very good volumes exist for
specialised applications- Fabozzi's book is indispensable for fixed
income markets, for instance, while Wilmott's 3-volume set contains
pretty much everything you need to know about equities and fixed income,
and other things besides.

On Tue, 2011-05-31 at 14:30 +0530, Harsh wrote:

> Hi R Finance Users,
> At the outset, please pardon my vague query to this list.
> 
> I have a few years of experience in the Predictive Modeling space
> having primarily worked in the Business applications industry (Market
> Mix Modeling, Customer Profiling and the like).
> I would like to get involved with quantitative modeling for equity and
> derivatives (target market would be the National Stock Exchange (NSE)
> in India)
> 
> Are there introductory resources that would allow me to get started in
> a small way and work my way towards the more complex ideas ? I
> primarily use R and what I want to do is to get familiar with the
> jargon (betas, alphas and such) of quantitative modeling for the stock
> market.
> My intention is to model daily data and make predictions on which I
> can trade for profit (but of course!).
> 
> If this question has been asked before, then I apologize for re-posting.
> 
> Looking forward to your response.
> Regards,
> Harsh Singhal
> Bangalore, India
> 
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