The main reading material will be the detailed handouts distributed at the beginning of the course. Optionally, the following MBA-level books are standard textbooks in the financial industry:
J.C. Hull, Options, Futures and Other Derivatives, 9th edition, Pearson (2015).
R.L. McDonald, Derivatives Markets, 3rd edition, Pearson (2013).
K. Redhead, Financial Derivatives, Prentice Hall (1997).
P. Veronesi, Fixed Income Securities, Wiley (2010).
*A more detailed reading list will be supplied prior to the start of the programme
**Course content, faculty and dates may be subject to change without prior notice