- Hardcover: 816 pages
- Publisher: Prentice Hall; 6th edition (June 20, 2005)
- Language: English
- ISBN-10: 0131499084
- ISBN-13: 978-0131499089
- Product Dimensions: 8.2 x 1.4 x 10.2 inches
- Shipping Weight: 3.6 pounds (View shipping rates and policies)
- Average Customer Review: 167 customer reviews
- Amazon Best Sellers Rank: #745,992 in Books (See Top 100 in Books)
Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
To get the free app, enter your mobile phone number.
Options, Futures and Other Derivatives (6th Edition) 6th Edition
Use the Amazon App to scan ISBNs and compare prices.
There is a newer edition of this item:
See the Best Books of 2017 So Far
Looking for something great to read? Browse our editors' picks for the best books of the year so far in fiction, nonfiction, mysteries, children's books, and much more.
Frequently bought together
Customers who bought this item also bought
Top customer reviews
This is a classical book on Derivatives. A must have for anyone that is interested in learning how derivatives work and how to price them.
It provides good reasoning and intuitive ideas on risk-neutral pricing. I tried learning that from other books before but the main ideas are so well explained here that now I can understand what those other books say (concepts like market price of risk and the equivalent martingale result for change of numeraire). Interest rate derivatives are well introduced here and the new chapter on more numerical procedures extends the results from previous chapters to dynamics with stochastic volatility and so on.
So, this is a must have and basic reading book for any quant analyst.
Most recent customer reviews
The vendor was great as well sending it to me in 48h