Options and derivatives
Contingent claims; the literature divides cleanly between the pricing textbooks and the books about what happens when the models are trusted too far.
12 books · 6 people behind it
Start here
- F.I.A.S.C.O.Frank Partnoy, 1997
- My Life as a QuantEmanuel Derman, 2004
- Option Volatility and PricingSheldon Natenberg, 1988
- Options, Futures, and Other DerivativesJohn C. Hull, 1989
The people behind it 6
Each person holds a book in this entry or names it in their own tags.
Investors 1
Academics 4
FP
Frank Partnoy2 books here
Nassim Nicholas Taleb1 book hereED
Emanuel Derman1 book hereEO
Edward O. Thorpnamed in their tagsJournalists 1
Books 12
Sheldon Natenberg · 1988 · The trader's book on volatility and position greeks.
John C. Hull · 1989 · The universal graduate text on derivatives pricing.
T1 F.I.A.S.C.O.
Frank Partnoy · 1997 · Insider account of derivatives sales at Morgan Stanley.
Lawrence G. McMillan · 1980 · Encyclopedic reference on option strategies and their payoffs.
Nassim Nicholas Taleb · 1997 · Managing vanilla and exotic books in the real world.
Frank Partnoy · 2003 · How derivatives-driven risk taking corrupted corporate finance.
Emanuel Derman · 2004 · Physicist to Goldman; the making of the volatility-surface era.
Richard M. Bookstaber · 2007 · How complexity and tight coupling in derivatives create crashes.
Jamil Baz, George Chacko · 2003 · Compact mathematical treatment of derivative pricing and its applications
Perry Mehrling · 2005 · Biography of the man behind the option pricing formula.
Satyajit Das · 2006 · Structured products and the client side of the derivatives trade.
Elie Ayache · 2010 · Philosophical treatment of contingency and the practice of option trading