8.8  Further Reading – Primary Portfolio Mappings

See Zangari (1996b) for an alternative treatment of mapping procedures. There is extensive literature on financial engineering techniques that can be used to construct primary mappings. Hull (2011) is an introductory text on financial engineering, with Wilmott et al. (1993) and Baxter and Rennie (1996) offering more advanced treatments. Two edited collections of seminal papers on financial engineering are Hughston (1996, 1999), with the first focusing specifically on fixed income derivatives. Haug (1997) provides a catalog of standard derivatives pricing formulas. For modeling interest rates and fixed income instruments, see Questa (1999) and James and Webber (2000). For foreign exchange, see Walmsley (2000). Kolb (1996) is an elementary text on futures. Reuters (2000) offers a general overview of commodities and energies markets.