Dynamic Hedging: Managing Vanilla and Exotic Options
ISBN: 0471152803
Found in 1 comment on Hacker News
View on Amazon
We may earn a commission from purchases made through links on this page.
Not ready yet? Get weekly book picks.
Get the best books from Hacker News each week
Join 4,500+ subscribers and get the best books mentioned on Hacker News every Thursday.
http://www.amazon.com/Dynamic-Hedging-Managing-Vanilla-Optio...
The first thirty or so pages offer the most intuitive introduction to vanillas I've read. The middle is must read, and the end gets into exotics if that's your fancy.