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£25.50
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Basic Black-Scholes

Option Pricing and Trading
by Timothy Falcon Crack

This new book gives extremely clear explanations of Black-Scholes option pricing theory, and discusses direct applications of the theory to option trading. The presentation does not go far beyond basic Black-Scholes for three reasons:



£52.50
30% off

Dynamic Hedging

by Nassim Taleb

Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner's environment. As a larger share of market exposure cannot be properly captured by mathematical models, ...



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Levy Processes in Finance by Wim Schoutens
Wim Schoutens

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Handbook of Mathematical Functions by Milton Abramowitz,Irene A. Stegun
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Introductory Real Analysis by Andrei Kolmogorov,S.V. Fomin
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Advanced Option Pricing Models by Jeffrey Owen Katz,Donna McCormick
Jeffrey Owen Katz
Donna McCormick

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Levy Processes and Infinitely Divisible Distributions by Ken-iti Sato
Ken-iti Sato

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Introduction to Option Pricing Theory by Rajeeva L. Karandikar,Gopinath Kallianpur
Rajeeva L. Karandikar
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