Catalogue · derivatives

Dynamic Hedging

Nassim Nicholas Taleb · 1997 · John Wiley & Sons

Options trading and hedging from a practitioner’s perspective.

• Derivatives
• Risk management

Options, futures, and other derivatives

Hull, John · 1997 · Prentice Hall

This book provides a comprehensive overview of options, futures, and other derivative instruments, focusing on their pricing, applications, and market dynamics. It is essential for professionals involved in trading, risk management, and financial analysis.

• Derivatives
• Equities & equity derivatives
• Fixed income & rates
• Commodities

Financial Calculus

Martin Baxter · Andrew Rennie · 1996 · Cambridge University Press

Martingale approach to derivative pricing.

• Derivatives
• Quantitative finance

Financial Derivatives

Robert W. Kolb · 1996 · Prentice Hall

Classic introductory survey of financial derivatives instruments, markets, and hedging applications, oriented toward risk management.

• Derivatives
• Risk management

The Mathematics of Financial Derivatives

A Student Introduction

Paul Wilmott et al. · 1995 · Cambridge University Press

Cambridge undergraduate-style path from binomial trees through Black–Scholes PDEs, hedging arguments, and basic numerical ideas—tighter and more applied than a pure analysis text, ideal as a mathematical spine behind introductory derivatives courses.

• Derivatives
• Quantitative finance

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.

• Derivatives
• Market microstructure

The Garman-Kohlhagen Model for Foreign Currency Options

Mark B. Garman · Steven W. Kohlhagen · 1983 · Financial Analysts Journal

The Garman-Kohlhagen Model for Foreign Currency Options presents a comprehensive framework for valuing currency options, integrating essential quantitative finance techniques. This text is particularly relevant for practitioners involved in FX trading and derivatives analysis.

• FX
• Derivatives
• Quantitative finance