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1. Options, Futures, and other derivatives 4th, John C. Hull, Prentice-Hall, Inc., 2000.
2. Derivative Securities 2nd , R. Jarrow and S. Turnbull, South-Western College Publishing, 2000.
3. An Introduction to the Mathematics of Financial Derivatives, Salih N. Neftci, Academic Press, Inc., 1996.
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