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Option Theory by Peter James (Hardcover, 2002)

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Derives practical, tangible results using the theory, to help practitioners in problem solving. Applies the results obtained to the analysis and pricing of options in the equity, currency, commodity and interest rate markets.

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A unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between each of the methodologies. * Demystifies some of the more complex topics. * Derives practical, tangible results using the theory, to help practitioners in problem solving. * Applies the results obtained to the analysis and pricing of options in the equity, currency, commodity and interest rate markets. * Gives the reader the analytical tools and technical jargon to understand the current technical literature available. * Provides a user-friendly reference on option theory for practicing investors and traders.