Books recommended by Montgomery Investment Technology, Inc.
- "Black-Scholes and Beyond"
by Neil A. Chriss, Irwin Professional Publishing
- "Fixed Income Mathematics"
by Frank J. Fabozzi, McGraw-Hill Professional Publishing
- "Hull-White on Derivatives"
by John Hull, Risk Publications
- "Managing Foreign Exchange
Risk" by David DeRosa, Irwin Professional Publishing
- "Options, Futures, and Other
Derivative Securities" by John Hull, Prentice Hall
- "Option Volatility and Pricing"
by Sheldon Natenberg, Probus Publishing Company
- "Options Markets" by John
C. Cox and Mark Rubinstein, Prentice Hall
- "Options Pricing" by Paul
Wilmott, Jeff Dewynne and Sam Howison, Oxford Financial Press
- "Options on Foreign Exchange"
by David F. Derosa, John Wiley & Sons
- "Value at Risk" by Philippe
Jorion, Irwin Professional Publishing