Tell us which you think is the best work ever written on Options. Hands down I think it is the work of Bachelier (1900). It is old, but it is the best in my view.
http://www.stochastik.uni-freiburg.de/bfsweb/ http://www-groups.dcs.st-and.ac.uk/~history/Biographies/Bachelier.html
Can't believe anyone would put the McMillan book ahead of Natenberg Add to list: Augen - The Volatility Edge in Options Trading
Everything is a footnote or minor modifications to this: http://archive.numdam.org/ARCHIVE/A...ENS_1900_3_17__21_0/ASENS_1900_3_17__21_0.pdf This book provides a translation http://www.amazon.com/Louis-Bacheli...bs_sr_1?ie=UTF8&s=books&qid=1207155875&sr=8-1 nitro