Ebook Free Options, Futures, and Other Derivatives (10th Edition)
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Options, Futures, and Other Derivatives (10th Edition)
Ebook Free Options, Futures, and Other Derivatives (10th Edition)
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About the Author
John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto. He is an internationally recognized authority on derivatives and risk management with many publications in this area. His work has an applied focus. In 1999, he was voted Financial Engineer of the Year by the International Association of Financial Engineers. He has acted as consultant to many North American, Japanese, and European financial institutions. He has won many teaching awards, including University of Toronto’s prestigious Northrop Frye award.
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Product details
Hardcover: 896 pages
Publisher: Pearson; 10 edition (January 30, 2017)
Language: English
ISBN-10: 9780134472089
ISBN-13: 978-0134472089
ASIN: 013447208X
Product Dimensions:
8.2 x 1.3 x 10 inches
Shipping Weight: 3.4 pounds (View shipping rates and policies)
Average Customer Review:
5.0 out of 5 stars
5 customer reviews
Amazon Best Sellers Rank:
#54,949 in Books (See Top 100 in Books)
A professional book on Options and derivatives. I bought it for my friend, who said this book must be in the books' list in Finance and Capital Market. Really he likes this author(John C. Hull) who is a nice expert.
This book was a vivid read and was a great primer on the basics of options including the drivers of value for options.
Great book! Very easy to read, extremely easy to understand! A must have for anyone who wants to know the bases of trading and option pricing.
My first edition of this book I read was the second edition. It was the best of a few books on the theme. It has changed a lot, but the principle constitution of the book is in every edition the same. It starts with forwards and futures, option and hedging. The preliminaries are introduced, like yield curve, duration, interest rate future, swaps and the boundaries of options. On this basis, he develops the binomial tree and Black Scholes valuation. The best depiction I think. Easy to understand and amenable.All modern forms of derivatives can be valued with the classical instruments, like credit contracts, knock out derivatives and other exotic options. It is easily explained and the reader can follow it. All stochastic models are explained for the advanced one. It is a great book for the valuation of derivative contracts. You can learn a lot from it and for the advanced reader it is a reference book.
NICE
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