Real World Trading Refs: Derivatives

1. Slides from Nicholas Waltner's talk: nicholas-waltner.pdf

2. Brief one page intro:

   • http://www.global-derivatives.com/index.php?option=com_content&task=view&id=185

3. 17 page intro from Kellogg BSchool prof:

   • http://www.ala.org/ala/rusa/rusaourassoc/rusasections/brass/brassprotools/brasspres/financeinvest/McDonald.pdf

4. Good intro with more math:

   • http://finance.math.ucalgary.ca/papers/MitacsShortCourse2005.pdf

5. Princeton lecture - a little long but the first 10-15 pages and useful and the rest would be fine for more curious students:

   • http://www.princeton.edu/~markus/teaching/Fin501/11Lecture.pdf

6. My life as a quant: Google Books and Amazon.com