Derivatives

These are not easy reading, but are on a topic that is becoming increasingly important in the securities industry.

The Credit Default Swap Basis by Moorad Choudhry
	ISBN-13: 978-1576602362 Publisher: Bloomberg Press; 1 edition Pages: 195 Pub Date: October 1, 2006

Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance Series) by Antulio N. Bomfim
	ISBN-13: 978-0121082659 Publisher: Academic Press Pages: 368 Pub Date: 2004

An Introduction to Credit Derivatives by Moorad Choudhry
	ISBN-13: 978-0750662628 Publisher: Butterworth-Heinemann Pages: 128 Pub Date: 2004

Options, Futures and Other Derivatives (6th Edition) by John C. Hull
	ISBN-13: 978-0131499089 Publisher: Prentice Hall Pages: 816 Pub Date: 2005

Introduction to the Mathematics of Financial Derivatives by Salih N. Neftci
	ISBN-13: 978-0125153928 Publisher: Academic Press Pages: 527 Pub Date: 2000

Futures, Options, and Swaps by Robert Kolb and James Overdahl
	ISBN-13: 978-1405150491 Publisher: Blackwell Publishing, Incorporated Pages: 704 Pub Date: 2006