Bibliography

1

Chicago Board of Options Exchange Learning Center
http://www.cboe.com/LearnCenter/cboeeducation/CourseList.html

2

A Black-Scholes formula for vanilla and binary options
http://www.lifelong-learners.com/opt/SYL/s4node10.php3

3

Option Pricing Models
http://www.hoadley.net/options/BS.html

4

Information on Option Calculation Models
http://www.jeresearch.com/Opti-Calc/Models.htm

5

Hull, John. Introduction to Futures and Options. Upper Saddle River, N.J. : Prentice Hall, 1998.

5

Hull, John. Options, Futures, and other Derivatives. Upper Saddle River, N.J. : Prentice Hall, 2003.

5

Cox, J., S. Ross, and M. Rubenstein, "Option Pricing: A Simplified Approach," Journal of Financial Economics, 7 (October 1979), 229-64.

5

Black, F., and M. Scholes, "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, 81 (May/June 1973), 637-659