Bibliography
Books
Baxter, M. and Rennie, A. (1996) Financial Calculus, An Introduction to Derivatives Pricing, Cambridge University Press, Cambridge.
Black, F. and Scholes, M. (1973) ‘The pricing of options and corporate liabilities’, Journal of Political Economy, Vol. 81, No. 3, 637–654.
Cox, J. and Rubenstein, M. (1985) Options Markets, Prentice Hall, New Jersey.
Ford, D. (1996) Mastering Exchange Traded Equity Derivatives, Pearson Education, Harlow.
Hamming, R.W. (1973) Numerical Methods for Scientists and Engineers (2nd ed.), Dover Publications, New York.
Hull, J. (1997) Options, Futures and other Derivative Securities (3rd ed.), Prentice Hall, New Jersey.
Joshi, M.S. (2003) The Concepts and Practice of Mathematical Finance (Mathematics, ...
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