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Research Links
Books
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