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pjacotg 2 days ago

There's a book on financial calculus by Rennie and Baxter [0] that gave me very good intuition on the ideas behind option pricing. It starts with the binomial model and moves on to using stochastic calculus. If you get into the topic you'll want to read more in depth books, but this may be a good place to start.

[0] https://www.goodreads.com/book/show/307698.Financial_Calculu...