For some reason , I have never come across anyone in my friends circle/my faculty , who have mentioned this book.I have read a lot of books on option pricing , volatility , but none , NONE, so far is any where close to this beautiful book by Riccardo Rebonato.
It is so gripping(well gripping might sound far fetched for a book on options, but that’s what it is) right from the first page of the book.