Allen Jan Baird

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Floor-era market-making intuition, still useful for spread economics
Option Market Making
Pre-electronic lens on inventory, bid–ask, and spread risk—pedagogical colour, not a guide to modern screen markets.

Classic

Option Market Making

Trading and Risk Analysis for the Financial and Commodity Option Markets

Allen Jan Baird · 1992 · John Wiley & Sons

Floor-era option market-making primer: how professional liquidity providers thought about inventory, bid–ask, and spread risk before electronic and HFT dominance—valuable for microstructure intuition, not a handbook for today’s electronic vol markets.

Market microstructure
Derivatives