Options, Futures, and Other Derivatives, Global Edition:
John Hull -
The definitive guide to derivatives markets, updated with contemporary examples and discussions.
Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets:
Fred Espen Benth, Peter Laurence, and Valery Kholodnyi -
This edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance.
The Complete Guide to Capital Markets for Quantitative Professionals:
Alex Kuznetsov -
A comprehensive resource for readers with a background in science and technology who want to transfer their skills to the financial industry.
The Volatility Surface: A Practitioner’s Guide:
Jim Gatheral -
By the time you finish reading this guide, you'll have a firm understanding of volatility surface modeling as well as a better idea of how you can apply the results of these models to real-world situations
FX Option Performance: An analysis of the value delivered by FX options since the start of the market:
Jessica James, Jonathan Fullwood, and Peter Billington -
Historical FX options data gives you the whole story for more informed strategy