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EC3070 FINANCIAL DERIVATIVES BIBLIOGRAPHY Textbooks Chance, D.M. and R. Brooks, (2008), An Introduction to Derivatives and Risk Management: Seventh Edition, Thompson South-Western Publishers. Hull, J., (2006), Options, Futures and Other Derivatives, Prentice-Hall. Ross, S.M., (1999), An Introduction to Mathematical Finance: Options and Other Topics, Cambridge University Press. Wilmott, P., S. Howison and J. Dewynne, (2002), The Mathematics of Financial Derivatives: A Student Introduction, Cambridge University Press. Journal Articles Black, F., and M.S. Scholes, (1973), The Pricing of Options and Corporate Liabilities, Journal of Political Economy, 81, 637–54. Cox, J.C., S.A. Ross, and M. Rubinstein, (1979), Option Pricing: A Simpli±ed Approach, Journal of Financial Economics, 7: 229–263. Hsia, C-C., (1983), On Binomial Option Pricing, The Journal of Financial Research, 6, 41–46. Merton, R.C., (1971), Optimal Consumption and Portfolio Rules in a Contin- uous Time Model,
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This note was uploaded on 03/02/2012 for the course EC 3070 taught by Professor D.s.g.pollock during the Spring '12 term at Queen Mary, University of London.

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