Options books
This page provides links to technical books that we believe are useful in developing a understanding of the subject of option valuation.
Hull
John C. Hull has produced a series of textbooks on the valuation of futures and options. The current versions are:
Options, Futures, and Other Derivatives (Prentice Hall Series in Finance), 7th edition.
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Options, Futures, and Other Derivatives: Student Solutions Manual (Paperback)
Go to Amazon to buy the latest version
London
Justin London fas provided programming guides to the valuation of options in Excel, C, C++ and Matlab. We have found useful ideas in two of his books:
Modeling Derivatives in C++ (Wiley Finance) (Paperback)
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Modeling Derivatives Applications in Matlab, C++, and Excel (Hardcover)
