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主题:【原创】几本关于option的书 -- 量子

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家园 另外两本

Derivatives Markets by Bob McDonald, ISBN 9780321280305 a textbook by a top scholar who was one of the ``inventors'' of real options. This book is more fun than other leading texts, partly because it is very good at explaining how options, futures, and other derivative securities (derivatives) are useful as well as how to value and hedge them.

A second textbook is Big Bets Gone Bad: Derivatives and Bankruptcy in Orange County by Philippe Jorion. This book documents a huge financial loss related to the use of derivatives and does a good job of explaining what is good and bad about using derivatives.

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