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Real World Trading Refs: Derivatives

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

  2. Brief one page intro:
  3. 17 page intro from Kellogg BSchool prof:
  4. Good intro with more math:
  5. Princeton lecture - a little long but the first 10-15 pages and useful and the rest would be fine for more curious students:
  6. My life as a quant: Google Books and Amazon.com

2013-05-11 18:32