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Stock Options and Index Options, an Illustrated Introduction with Examples.
Option Strategies—Investment Strategies using Options, illustrated with graphs and examples.
The Mechanics of Option Trading, Exercise, and Assignment; Options Clearing Corporation (OCC)
Optionlike Securities — Callable Bonds, Convertible Securities, and Warrants
Theoretical Pricing Models: Binomial Option Pricing And The Black-Scholes Formula
The Greeks: Delta, Gamma, Theta, Vega, and Rho