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Options, Futures, and Other Derivatives and DerivaGem CD Package (8th Edition) Hardcover – February 12, 2011

25 customer reviews
ISBN-13: 978-0132777421 ISBN-10: 0132777428 Edition: 8th

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Options, Futures, and Other Derivatives and DerivaGem CD Package (8th Edition) + Student Solutions Manual for Options, Futures, and Other Derivatives + Investments (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est)
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Product Details

  • Hardcover: 864 pages
  • Publisher: Prentice Hall; 8 edition (February 12, 2011)
  • Language: English
  • ISBN-10: 0132777428
  • ISBN-13: 978-0132777421
  • Product Dimensions: 8.1 x 1.3 x 10.2 inches
  • Shipping Weight: 3.5 pounds (View shipping rates and policies)
  • Average Customer Review: 4.1 out of 5 stars  See all reviews (25 customer reviews)
  • Amazon Best Sellers Rank: #70,252 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

65 of 68 people found the following review helpful By Max Falcon on February 19, 2012
Format: Hardcover
This review is written for many of those switching to quantitative finance from other fields. Hull's book will become an essential foundation-builder for such people.

Let's assume you want to become a quantitative analyst or a risk manager switching from another, preferably quantitative, field. Then in order to get a job you need to have the following:

1. Knowledge of derivatives and markets;
2. Knowledge of statistical methods and data analysis with applications in finance;
3. Computational methods supported by software such as C++ and R to be able to apply theoretical knowledge obtained in 1 and 2;
4. Proof that you have decent understanding of finance through obtaining a designation such as PRM (Since, under our assumption, you enter finance from a different field, you don't have work experience. That is why PRM will be the most suitable for you as you will just need to be well prepared academically to pass the exams and get the designation).

The book under review will be absolutely essential for you for clearing steps 1 and 4. It has been written with the care for the reader in mind.

Hull, in contrast to many other authors, does not try to show off his intellectual superiority by using complicated and abstract language which would normally be designed to make the reader feel miserable. In contrast, he wants the reader to become knowledgeable by carefully guiding him through complicated topics with numerous examples and explanations. The friendliness of exposition does not mean that the rigor is lost though; the book is written with the perfect rigor, but it is achieved without making it too dry and abstract. The scope of coverage is amazing: all major aspects of derivatives and markets connected with them have been covered.
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16 of 18 people found the following review helpful By Yue Zhao on June 15, 2012
Format: Hardcover
I have read many books before this book, including Shreve, Cont and Tankov, etc. All those books are supposed to be "standard" textbooks for MFE students or students in other fields who want to become Quants. However, Hull's Book is the only one that taught me "why" besides "how". After reading this book, all mathematical formulas finally become clear to me. The pain in studying quantitative finance is that you understand various pricing models but don't know why they are useful. Hull did an excellent work in bridging the two.
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13 of 16 people found the following review helpful By Gregory Sautov on February 2, 2012
Format: Hardcover
One of the most thorough and clearly written texts on the complex subject of Derivatives Finance, this book is very well suited for academic purposes as well as for practicioners of finance. An impressive feature of the style in which the material is presented is that the author does not try to impress the reader with sophisticated mathematics, but instead adopts a more intuitive approach to communicating the way in which financial instruments are priced. This is a rare feature of high-level finance books, and makes the reading experience more fluid and instructive.
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5 of 6 people found the following review helpful By Optimist on January 21, 2014
Format: Hardcover
This book is overrated as a bible and a must-have textbook. There is absolutely no attempt in explaining any concepts, the style of the book is like an encyclopedia of facts covering the various asset classes and basics. I can only think this would be a good refresher to check one's knowledge for interviews. I also attended a multi-day seminar by John Hull which was based on this book, sadly it did not help advance my understanding as such. In turn my recommendation would be Salih Neftci's books, where both theory and practice are laid out with no ambiguity. Perhaps because it is prescribed as a textbook, Hull's book has been steadily getting pricier over the years.
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13 of 18 people found the following review helpful By M. Bennett on December 5, 2012
Format: Hardcover
This book is amazing in terms of it accessibility and ease of use when I am using to study up on options and derivatives for my new career. It explains at both a high level getting you upto speed with the fundamentals and then delving deeper into the mathematics behind most of the systems.

I am also glad I live in a third world country like the UK (thats irony folks) where I bought this book for 30 pounds, not the 200 odd dollars you get charged in the US. I understand this is an elite area of study but really the book isn't worth that amount of money.

In terms of content and use 5 stars, price in the US 1 star, elsewhere 4 stars. Pays to shop around.
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Format: Hardcover
The book is a complete guide to financial markets and derivatives, it covers virtually everything there is and naturally considered the book #1 for financial engineers.
It must be noted however that it is best for a reader who is already familiar with the subject and has some intuition about the topic (whatever it is, interest rate futures or credit derivatives). The author quite often does not make a clear distinction between the idea and formal explanation, goes into the details and formulas which may be hard to digest for first-time readers.
For example, Hull likes and uses the idea of selecting a measure (e.g. forward risk neutral) to simplify the model. Though it makes the formal proof shorter, for people like me it complicates the process of getting the whole picture. Maybe it's just me, but I find Paul Wilmott's approach more natural and easy to follow, while Hull's method is a good alternative view. Oftentimes the short summary after the chapter turned out to be the most useful and valuable, because it expressed the underlying idea explicitly, instead of forcing to guess the logic from the tons of details. Some chapters were quite easy for me to read probably because I had some background from other sources, which also supports my guess.
The book is finally error-free, though I think I still saw some errata (e.g. p.685), but anyway is much more thoroughly verified than most of financial books I've seen.
So go ahead and read it, but be ready to consult with other sources (Wilmott would be my recommendation) when you feel you miss the picture.
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