Options, Futures and Other Derivatives - John Hull

The standard text for this kind of thing. If you took the building I work in, turned it upside down, and shook it, I think you'd find at least a hundred copies falling out. It's that standard. And, in all, a really rather good book. I lost the plot a bit somewhere around interest rate derivatives, so I'll have to go back and read it again sometime. Still, very useful for understanding what I'm supposed to be doing. :)

Posted 2004-09-01.