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Dynamic Hedging - Nassim Taleb. Creating the Volatility Surface. At the Complete Guide to Option Pricing Formulas 2nd Ed [1]. An Options Greek Primer. Natenberg - Option Pricing and Volatility. Volatility Arbitrage Around Earnings Announcements.

Baird - Option Market Making, An undergraduate Introduction to Financial Mathematics by J Robert Buchanan. Options as a Strategic Investment. Applied Quantitative Finance 5.

Concepts, Techniques and Tools. Dispersion Trading and Volatility Gamma Risk. Value at Risk, 3rd Ed. Modelling Single-Name and Multi-Name Credit Derivatives.

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Pricing Barrier Options Using Monte Carlo Methods. Interest Rate Swaps and Other Derivatives.

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