EQUITY DERIVATIVES:
Advanced Models
Readings
Recommended text for pre-reading:
Hedging
under the Heston Model with Jump-to-Default
Break
on Through to the Single Side
A
Perfect Calibration! Now What?
Hull, John C: Options, Futures and Other Derivatives (Published by Prentice Hall)
Following the course further readings will be available from LFS library
If you don't already have it, get the reader here:
