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Research Links
Books
Options, Futures, and Other Derivatives, Global Edition:
John Hull -
The definitive guide to derivatives markets, updated with contemporary examples and discussions.
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