Références

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Alfred Steinherr, Derivatives The Wild Beast of Finance: A Path to Effective Globalisation?
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Robert A Jarrow, Arkadev Chatterjea, An Introduction to Derivative Securities, Financial
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Sheldon Natenberg, Option Volatility & Pricing: Advanced Trading Strategies and Techni-
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Michael Durbin, All About Derivatives, McGraw-Hill, 2010.

Howard Corb, Interest Rate Swaps and Other Derivatives. Columbia Business School Pu-
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Aron Gottesman Derivatives Essentials, Wiley, 2016.

Neil A. Chriss, Black-Scholes and Beyond: Option Pricing Models, McGraw-Hill, 1996.

Timothy Falcon Crack, Basic Black-Scholes: Option Pricing and Trading, Timothy Crack,
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John van der Hoek, Robert J Elliott, Binomial Models in Finance, Springer, 2006.

Robert J Elliott, P. Ekkehard Kopp, Mathematics of Financial Markets, Springer, 2006.

Marek Capin ́ski and Ekkehard Kopp, Mastering Mathematical Finance :The Black–Scho-
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