- 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: 4.1 out of 5 stars See all reviews (166 customer reviews)
- Amazon Best Sellers Rank: #648,804 in Books (See Top 100 in Books)
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Options, Futures and Other Derivatives (6th Edition) 6th Edition
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Top Customer Reviews
If you can put up with everything being in Indian Rupee's, the concepts/strategies will still be the same. For me, I bought it for a class thinking it was just a paperback version of the book. This is incorrect. The page numbers and problems are all different.
TL;DR - If you're an American trying to save some money on an expensive text book, look elsewhere.
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 48hRead more