Barone-Adesi, Giovanni and Whaley, Robert E., "Efficient Analytic Approximation of American Option Values", Journal of Finance, (1987) 42, 2:301-320.
Bittman, James: Options for the Stock Investor, Burr Ridge, Illinois, Irwin Professional Publishing, From basic through advanced techniques; software included.
Black, Fischer and Scholes, Myron, "The Pricing of Options and Corporate Liabilities", Journal of Political Economy, (1973) 81:637-654.
Black, F., and Scholes, M.S. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy, (1973) 81:637-659.
Bookstaber, Richard M.: Options Pricing and Investment Strategies , Third Edition, Chicago, Illinois, Irwin Professional Publishing, 1991. Portfolio approach; institutional bias, mathematically demanding.
Brenner, Menachem: Option Pricing: Theory and Applications, Lexington, Massachusetts, Lexington Books, 1983, pp. 235.
Brodsky, William, "The Globalization of Stock Index Futures," Northwestern Journal of International Law and Business, Winter 1994, pp. 248 - 302.
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Clasing, Henry K., Jr.: The Dow Jones-Irwin Guide to Put and Call Options, Homewood, Illinois, Dow Jones-Irwin, 1978, pp. 290
Cox, John C. and Rubenstein, Mark: Option Markets, Englewood Hts., New Jersey, Prentice Hall, 1985, pp. 498.
Cox, John C. Ross, Stephen A., and Rubenstein, Mark, "Option Pricing: A Simplified Approach", Journal of Financial Economics, (1979) pp. 229-263.
Fabozzi, F. and Kipnis, G., Handbook of Stock Index Futures and Options. Homewood, IL, Dow Jones-Irwin, 1989.
Fitzgerald, Desmond M.: Financial Options, London, England, Euromoney Publications, 1987, pp. 262.
Gastineau, Gary: The Options Manual, New York, New York, MacGraw Hill, Third Edition, 1988, pp. 440.
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Hill, J.M., and Jones, F.J., "Equity Trading, Program Trading, Portfolio Insurance, Computer Trading and All That," Financial Analysts Journal, July-August, 1988, p. 29.
Hull, John C. : Options, Futures, and Other Derivative Securities, Second Edition, Prentice Hall, Englewood Cliffs, New Jersey, 1993. Advanced material, quantitative.
Jarrow, Robert and Rudd, Andrew: Option Pricing, Homewood, Illinois, Dow Jones- Irwin, 1983, pp. 235.
Kolb, Robert W.: Options: The Investor's Complete Toolkit, New York, N.Y., New York Institute of Finance, 1991. Theoretical discussion of options accessible to the mathematically challenged; includes soltware.
Luft, Carl and Sheiner, Richard K.: Understanding and Trading Listed Stock Options, Chicago, Illinois, Probus Publishing, 1988, pp. 231.
Luft, Carl F. And Sheiner, Richard K.: Understanding and Trading Listed Stock Options, Second Edition, Burr Ridge, Illinois, Irwin Professional Publishing, 1994. All the basics; worksheets for covered writing and other strategies; a good starting point.
Luskin, D.L., and Carlyle, P.C., Index Options & Futures, The Complete Guide, New York: John Wiley & Sons, 1987.
Mayer, Terry S.: Commodity Options, New York, New York, New York Institute of Finance, 1983, pp. 350.
McMillan, Lawrence G.: Options as a Strategic Investment, Third Edition, New York, New York Institute of Finance, 1992. The grand-daddy of options books. The complete treatment from intermediate level to advanced.
Natenberg, Sheldon: Option Volatility and Pricing, Revised Edition, Burr Ridge, Illinois, Irwin Professional Publishing, 1994. Extensive treatment of volatility and advanced strategies as they pertain to commodity options.
The Options Institute: Options: Essential Concepts and Trading Strategies, Second Edition, Burr Ridge, Illinois, Irwin Professional Publishing, 1994. By staff and consultants of the CBOE; explores the options market from the perspective of all participants: retail and institutional investors, market-makers. Basic to intermediate level.
Ritchken, Peter: Options: Theory, Strategy and Applications, Glenview, Illinois, Scott, Foresman and Co., 1988, pp. 264.
Roth, Harrison: LEAPS, What They Are and How to Use Them for Profit and Protection, Burr Ridge, Illinois, Irwin Professional Publishing, 1994. LEAPS from A to Z. Emphasis on practical applications.
Schneeweis, Thomas, and Richard Spurgin. "The Benefits of Index Option-Based Strategies for Institutional Portfolios." The Journal of Alternative Investments, Spring 2001, pp. 44 - 52.
Smith, A.L.H.: Trading Financial Options, London, England, Butterworths, 1986, pp. 200.
Tergesen, Anne. "Taking Cover with Covered Calls." Business Week, May 21, 2001, p. 132.
Thomsett, Michael C.: Getting Started In Options, New York, New York, John Wiley & Sons, 1993. Very good, very basic treatment of options.
Whaley, Robert. "Derivatives on Market Volatility: Hedging Tools Long Overdue," Journal of Derivatives, 1994, pp. 71-84.