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Nematrian Reference Library

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Set out below are suggested references for the Page you have come from. Alternatively, select category and sub-category to see a table of references, i.e. external material referred to by Nematrian website, relating to your choice (and in some cases hyperlinks to and/or abstracts or summaries of these references)

References and other external resources for: BlackScholesGreeks

Author(s)Title
Hull, J.C. (2003)Options, Futures and Other Derivatives
Wilmott, P. (2007)Frequently asked questions in quantitative finance

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