Black-Scholes-Merton Model

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Research Links

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Books
Options, Futures, and Other Derivatives, Global Edition

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

Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues

Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues:
Alain Ruttiens -
Alain Ruttiens has written a book on quantitative finance that covers a wide range of financial instruments, examples and models. Starting from first principles...