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发表于 2013-4-23 08:39 | 只看该作者

Financial Derivatives

something, offered, similar, cover

Does anyone have any recommendations on books that cover derivatives? Looking for something similar to the Handbook of Fixed Income by Fabozzi but focused on derivatives.
Hopefully something that is more in-depth than what is offered in CFA readings.
Thanks.

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发表于 2013-4-23 08:43 | 只看该作者

Options, Futures and other Derivatives by Hull is pretty good. Paul WIlmott on Qant Finance also.

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