Options, Futures and Other Derivative Securities

Hull gives a great general discussion of the theory of pricing futures, options, and even exotics. It could use a bit more mathematical rigor when doing derivations, but is better than the other books available on the subjects covered. I give it 5 stars.


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  Options, Futures, and Other Derivative Securities
by John C. Hull

   
File details
Windows Copatible: Yes Mac Copatible: Yes Language: English PAGES: 572  
 
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Book Description

How do you bring real world scenarios into your course? Or would you like to?
Business Snapshots (about 60 in total, found in almost all chapters)—Carefully thought out and integrated into the main material in chapters.
Describe real world situations and interesting issues that are highlighted to illustrate points being made throughout the text.

Completely revised chapters on credit risk and credit derivatives (Ch 20 and 21)—Reflects market developments.
Makes these chapters in this edition more straightforward and easier to teach.
Opening six chapters have been replaced by seven chapters that cover forward, futures, and swaps in a more student-friendly way.
The main change here is that the chapter on interest rates has been split into two chapters, one devoted to the math involving interest rates, the other to interest rate futures contracts and how they are used in hedging, which will be easier for students to grasp.

More discussion of how models can be implemented in Excel—Monte Carlo simulation in Chapter 17, GARCH models in Chapter 19, and the variance-gamma model in Chapter 24.
Includes examples in the book and Excel spreadsheets on Web site to illustrate applications.
A series of Technical Notes—Available on the author's Web site to accompany the book.
Creates a streamlined and more student friendly presentation by including less purely technical material in the book.
Separate chapter on Convexity, Timing, and Quanto adjustments.
Affords succinct and targeted coverage of these concepts for deeper coverage students need.
New topics
For example, the size of derivatives markets is discussed in Chapter 1, Basel II is discussed in Chapter 20, and the variance-gamma model is covered in Chapter 24.
More in-depth coverage
For example, convexity adjustments to Eurodollar futures in Chapter 5, copula models in Chapters 20 and 21, and executive stock options in Chapters 8 and 13.

     
      Average Customer Review:

11 of 19 people found the following review helpful: A first class book. , 11 Nov 2005 By Dr. Pedro L. Moran-Raschio "pedroluis" (Milton Keynes, UK)
One of the perls in my collection. Without doubt, everything that need to be known. Each chapter is organized as a masterclass: a theorical description, an explanation and some examples. I had few other books on the same subject (9) and I sold them because this is the best and the rest is repetition. I combine this with Stochastics Calculus and Financial Applications (ISBN: 0387950168) which is more academic (theorical, plenty of lovely formulas). A must combination in derivatives and futures. See my other reccomendations for English for foreigns, Latin, Maths, Medicine and Economics.

6 of 11 people found the following review helpful: Provides a very good in-sight understanding of derivatives , 1 Jul 1999 Reviewer: A reader
This book provides an excellent in-sight of the mathematical mechanisms in which financial intruments are based at. Ideal for individuals that really want to learn how these intruments work, and have sound mathematical skills. Previous knowledge is required to understand it sufficiently well. Excellent piece of work for postgraduate students

8 of 28 people found the following review helpful: A good book for academia! , 28 Jun 1999 Reviewer: A reader
My first impression of this book was disappointment. I was expecting something more concrete and practical from this book. This book probably makes a good book for the author's university class.

13 of 16 people found the following review helpful: Great introduction to pricing of derivatives. , 22 Dec 1998 Reviewer: A reader
Hull gives a great general discussion of the theory of pricing futures, options, and even exotics. It could use a bit more mathematical rigor when doing derivations, but is better than the other books available on the subjects covered. I give it 5 stars.

6 of 8 people found the following review helpful: great look at derivatives - if your maths can cope ! , 16 Dec 1998 Reviewer: A reader
A good book to learn the mechanics of how and why. The level of stats work is good, you need to follow close to stay on top at times... I bought this to learn about derivatives - and I have.


3 of 4 people found the following review helpful: Good book for those starting out in derivatives analysis , 25 Aug 1998 Reviewer: A reader
In combination with Salih Neftci's "Introduction to the Mathematics of Financial Derivatives", these books should provide the enthusiastic reader with enough foundation to pursue more advanced topics in derivative pricing.
 

 

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