John Hull, University of Toronto
"An excellent treatment of the mathematics underlying the pricing of derivatives."
--This text refers to an out of print or unavailable edition of this title.
Review
Praise for the First Edition:
"An excellent treatment of the mathematics underlying the pricing of derivatives."
- John Hull, University of Toronto, Canada
"This book will be a major convenience to derivatives traders, risk managers, and other users and developers of derivatives models. It greatly reduces the cost of entry into the mathematical world of valuation, hedging, and risk measurement for derivatives positions."
- J. Darrell Duffie, Stanford University
"As an introduction to the mathematics underlying the pricing of derivatives, the book succeeds admirably."
- Journal of Economic Literature
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