Here I publish a list of literature that may be interesting to you.
You will find thousands of books about financial
options, strategies and advanced strategies,
advanced options strategies, options mathematics,
technical analysis and with related titles.
I found that most of them do not help. If you have
one good book about the financial mathematics or
options caluculus you do not need any one more.
Most of time they repeat themself. The same about
strategies. It's all the same. Save the money and
buy just the books that are considered to have a
status to be a classic or that have really new
content.
There are a handfull books that I consider to be
important for anyone who wants to get serious with
options. These are the books that I present
here.
Literature list
| Author | Title |
|---|---|
| Nassim Taleb | Dynamic Hedging, Managing Vanilla
and Exotic Options
 |
| John C. Cox, Mark Rubinstein | Option Markets |
| John C. Hull | Options, Futures and Other
Derivatives, 6th Edition
|
| Jim Gatheral | The Volatility Surface: A practitioner Guide |
| Eduan Sinclair | Volatility Trading |
| Jeff Augen | The Volatility Edge in Options Trading |
| David Ruppert | Statistics and Finance: An Introduction |
| Allen Jan Baird | Option Market Making |
| Sheldon Natenberg | Option Volatility & Pricing |
Literature list with details
| 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 |
| ... |
External links
| Description | Link |
|---|---|
| ... |