• “Black-Scholes and Beyond” by Neil A. Chriss, Irwin Professional Publishing
• “Fixed Income Mathematics” by Frank J. Fabozzi, McGraw-Hill Professional Publishing
• “Hull-White on Derivatives” by John Hull, Risk Publications
• “Managing Foreign Exchange Risk” by David DeRosa, Irwin Professional Publishing
• “Options, Futures, and Other Derivative Securities” by John Hull, Prentice Hall
• “Option Volatility and Pricing” by Sheldon Natenberg, Probus Publishing Company
• “Options Markets” by John C. Cox and Mark Rubinstein, Prentice Hall
• “Options Pricing” by Paul Wilmott, Jeff Dewynne and Sam Howison, Oxford Financial Press
• “Options on Foreign Exchange” by David F. Derosa, John Wiley & Sons
• “Value at Risk” by Philippe Jorion, Irwin Professional Publishing