Reference Sources & Articles

Reference
Sources:

General explanation of derivatives
Statement

Contingency Analysis
Information on financial risk management.

Giulio M.. Occhionero
Articles on applications of stochastic processes to derivatives

Articles:

Orange County Case
Using Value at Risk to Control Financial Risk, (Philippe Jorion [1997]

Correlation Products and Risk Management Issues
Economic Policy Review, Federal Reserve Bank of New York [Oct 1995]

Principles for the Management of Interest Rate Risk
(Basle Committee on Banking Supervision)

Symposium: Regulation of Financial Derivatives
Excerpts from Stanford Journal of Law

Derivatives: In the Wake of Disaster
Federal Reserve Bank of Dallas [1st Qtr 1995]

The Benefits and Risks of Derivative Instruments
An Economic Perspective - IFCI

Six Recent Reports On Financial Derivatives
A Critical Appraisal - IFCI

Recovering Probabilistic Information From Option Markets 
Statement

NYU Course notes
(in postscript format) on the theory of option pricing, exotic options, gamma risk, volatility risk, hedging, also collection of a few papers dealing with transaction costs in hedging and risk-management of volatility

Derivatives Study Committee Report
State Pension Review Board, Texas, US [May 95]

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