Prof. dr hab. Zenon Marciniak


Course Materials

Lectures and teaching notes sufficiently cover all lectures and problems for the course. The following books may also be useful, for reference or additional reading:

Don Chance, Analysis of Derivatives for the CFA Program, AIMR, 2003
Kolb R.W. Futures, Options, and Swaps, Blackwell Business, 1997
Clarke R.G., Options and Futures, Tutorial, 1992
Brown K.C., Smith D.J., Interest Rate and Currency Swaps, The Research Foundation of Chartered Financial Analysts, 1995.

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