Page 104 - DCOM510_FINANCIAL_DERIVATIVES

Unit 6: Valuation and Pricing of Options

6.8 Further Readings Notes

Books Chance, Don M. An Introduction to Derivatives, Dryden Press, International
Edition

Chew, Lilian: Managing Derivative Risk, John Wiley, New Jersey.
Das, Satyajit: Swap & Derivative Financing, Probus.
Derivatives Market NCFM Module, NSE India Publications

Online links http://nordic.nasdaqomxtrader.com/trading/optionsfutures/Education/
Valuation_of_Options/
h tt p: // a g ma r k et in g .e x ten sion . psu . edu/ Comm odit y /PD F s/
Future_options_eginners.pdf
http://faculty.washington.edu/ezivot/econ422/Options%20EZ.pdf
http://srikant.org/thesis/node6.html

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