Books like Options by Robert W. Kolb

An introductory yet comprehensive guide that covers the mechanics, pricing and use of futures, options, and swaps, tailored for finance and economics students and practitioners.

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In Black-Scholes and Beyond, a clear, detailed book on modern option pricing, Wall Street professional and respected mathematician Neil Chriss provides a comprehensive, one-stop treatment of the most important and potentially profit-making of these theories. Chriss explains the modern theory of option pricing from scratch, with all necessary mathematics and finance included in the text and accessible to the beginner. At the same time, Black-Scholes and Beyond provides in-depth coverage of newer option pricing models, theories and products, with enough detail for options market veterans. Topics covered include Cox-Ross-Rubinstein - Pioneering work on binomial trees, plus several new related methods of option pricing; Derman-Kani - The theory of implied volatility trees is covered comprehensively, but with less complexity than in the original work, and expanded for use with American options; and Implied Binomial Trees - Detailed discussion of the Rubinstein model and introduction of tools for increasing ease of use and utility.

A practical, comprehensive guide to options trading for both beginners and experienced investors, covering fundamentals, pricing, common and advanced strategies, and real‑time application from the perspective of retail, institutional, and market maker traders.

"No other text presents such sophisticated topics in a mathematically accurate but accessible way. This book will appeal to professional traders as well as undergraduates studying the basics of finance."--Jacket.

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real world' mathematics. In this book the authors describe the modeling of financial derivative products from an applied mathematician's viewpoint, from modeling through analysis to elementary computation. A unified approach to modeling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Some mathematics is assumed, but clear explanations are provided for material beyond elementary calculus, probability, and algebra.

Paul Wilmott’s updated student edition presents contemporary financial theories and mathematical models, equipped with practical Bloomberg screen dumps, Visual Basic code, and spreadsheet explanations to clarify derivatives, options, and futures.