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:


Literature

1. D.M. Chance, R. Brooks, An introduction to derivatives and risk management, Australia: South-Western, Cengage Learning, 2013.
2. S. Allen, Financial risk management: a practitioner's guide to managing market and credit risk, John Wiley & Sons, 2013.
3. R.K. Sundaram, S.R. Das, Derivatives: Principles and Practice, McGraw-Hill 2011.

Supplementery Literature

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