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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H., (1998)
Introduction to the economics and mathematics of financial markets
Cvitanić, Jakša, (2004)
The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo, (2009)
Equity derivatives and hybrids : markets, models and methods
Brockhaus, Oliver, (2016)
Equity derivatives and market risk models
Brockhaus, Oliver, (2000)
VOLATILITY SWAPS MADE SIMPLE - New approaches to the volatility smile.