1、Options, Futures and Other Derivatives
John C. Hull
Prentice Hall College Div; 5th edition
2、The Complete Guide to Option Pricing Formulas
Espen Gaarder Haug
McGraw-Hill Trade
3、Option pricing formulas / Exotic options
--Haug/Zhang
4、Option valuation in stochastic vol--Alan lewis
[此贴子已经被作者于2009-5-6 10:16:00编辑过]