before doing that, you should have a solid grounding in derivatives in general. a good place to start is something like Yoshi's "Concepts and Practice of Mathematical Finance". <A HREF="http://www.amazon.com/exec/obidos/tg/detail/-/0521823552/qid=1101482498/sr=1-2/ref=sr_1_2/102-6463760-3109740?v=glance&s=books" target="_blank">http://www.amazon.com/exec/obidos/tg/detail/-/0521823552/qid=1101482498/sr=1-2/ref=sr_1_2/102-646376...</A>