Historical and sociological aspects Derman, Emanuel. "My Life as a Quant" John Wiley & Sons, Inc. 2004. Mandelbrot & Hudson, "The (Mis)Behavior of Markets" Basic Books, 2006. Szpiro, George G., Pricing the Future: Finance, Physics, and the 300-Year Journey to the Black–Scholes Equation; A Story of Genius and Discovery (New York: Basic, 2011) 298 pp. Taleb, Nassim. "Dynamic Hedging" John Wiley & Sons, Inc. 1997. Thorp, Ed. "A Man for all Markets" Random House, 2017.
Historical and sociological aspects Derman, Emanuel. "My Life as a Quant" John Wiley & Sons, Inc. 2004. Mandelbrot & Hudson, "The (Mis)Behavior of Markets" Basic Books, 2006. Szpiro, George G., Pricing the Future: Finance, Physics, and the 300-Year Journey to the Black–Scholes Equation; A Story of Genius and Discovery (New York: Basic, 2011) 298 pp. Taleb, Nass!im. "Dynamic Hedging" John Wiley & Sons, Inc. 1997. Thorp, Ed. "A Man for all Markets" Random House, 2017.