SYLLABUS
Previous:
2.6 Exercises
Up:
2 A VARIETY OF
Next:
2.8 Quick intermediate evaluation
2.7 Further reading and links
Theory.
General: Hull
[
11
], Cox and Rubenstein
[
6
].
Stock: Wilmott
[
24
].
Bonds: Rebonato
[
19
].
Stock options.
Quotes:
CBOE
,
UBS
,
CSFB
.
Markets:
Eurex
,
ISE
,
Stockholmborsen
,
Pari-mutuel digital call auction PDCA
.
New products:
Derivatives on economic statistics
.
Bond options.
Quotes:
Eurex
,
UBS
.