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Philip McBride Johnson – Derivates
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Paul Wilmott, S.Howison & J.Dewinne – The Mathematics of Financial Derivates
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Reuters – An Introduction to Derivates
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Salih N.Neftci – An Introduction to the Mathematics of Financial Derivates (2nd Ed.)
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Robert E.Whaley – Derivates
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Yi Tang – Quantitative Analysis, Derivates Modeling & Trading Strategies
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