Volopta Resources
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The Volatility Surface: A Practioner's Guide
Jim Gatheral
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Quantitative Modeling of Derivative Securities
Marco Avellaneda with Peter Laurence
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The Complete Guide to Option Pricing Formulas,
Second Edition. Espen Gaarder Haug
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Option Valuation Under Stochastic Volatility: With
Mathematica Code. Alan L. Lewis
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Elements of Financial Risk Management,
Second Edition. Peter F. Christoffersen
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Interest Rate Modeling, Three-Volume Set
Leif B.G. Andersen and Vladimir V. Piterbarg
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Options, Futures & Other Derivatives
John C. Hull
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Implementing Derivatives Models
Les Clewlow and Chris Strickland
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Option Pricing Models and Volatility Using Excel-VBA
Fabrice Rouah and Gregory Vainberg
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Black Scholes and Beyond: Option Pricing Models
Neil A. Chriss
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The Mathematics of Financial Derivatives
Paul Wimott, Sam Howison, and Jeff Dewynne
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Derivatives: Markets, Valuation, and Risk Management
Robert E. Whaley
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Modeling Derivatives in C++
Justin London
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