Here is published a list of literature that may be interesting to you.
I periodically update this list with literature you and other members put in the forum. The goal is to get an overall list, helping you to find quickly new books that you are searching.
Further it can be giving you inputs and new ideas in your works.
Literature list 
External links
| Author |
Title | Publisher |
|---|---|---|
| Nassim Taleb |
Dynamic Hedging, Managing Vanilla and Exotic Options
| Johne Wiley & Sons, Inc |
| Dr. Markus G. Engeler | Generic Derivatives and Exotic Options | Verlag Paul Haupt |
| Dr. Les Clewlow, Chris Strickland | Exotic Options, The State of the Art | International Thomson Business Press |
| John C. Cox, Mark Rubinstein | Option Markets | Prentice Hall, Inc |
| John C. Hull |
Options, Futures and Other Derivatives, 6th Edition
| Prentice Hall, Inc |
| Literature | Book Description |  |
|---|---|---|
|
Dynamic Hedging, Managing Vanilla and Exotic Options
Author: Nassim Taleb |
Destined to become a market classic, Dynamic Hedging is the
only practical reference in exotic options hedging and arbitrage for
professional traders and money managers. Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives. But the promise of ever larger profits also creates the potential for catastrophic trading losses. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers. Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management. ISBN: 0471152803 | Wiley, Amazon |
|
Options, Futures
and Other Derivatives
Author: John C. Hull |
For advanced undergraduate or graduate business, economics, and financial
engineering courses in derivatives, options and futures, financial
engineering or risk management.
Designed to bridge the gap between theory and practice, this successful book is regarded as "the bible" in trading rooms throughout the world. Hull offers a clear presentation with various numerical examples, as well as good practical knowledge of how derivatives are priced and traded. The books covers both derivatives markets and risk management, including credit risk and credit derivatives; forward, futures, and swaps; insurance, weather, and energy derivatives; and more. For options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers. ISBN: 0131499084 | Prentice Hall, Amazon |
| ... |
| Description |
Link |
|---|---|
| Financial Policy Forum and the Derivatives Study Center | http://www.financialpolicy.org |
| ... |