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Topic: Science Fair Project - Gauss - Travaux de classe ~ Option Volatility and Pricing. ** Sheldon Natenberg. (Covers options in theory and practice, so better). Credit Derivatives. ** Geoff Chaplin. (An advanced look at all things credit). Dynamic Hedging: Managing Vanilla and Exotic Options. *** Nassim Nicholas Taleb. (Hard reading on a hard subject, but useful – see Taleb’s popular books too).

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