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Options, Futures, and Other Derivatives

John C. Hull

Possibly one of the best book on options and futures. In its 4th edition, new chapters have been added, namely Value at Risk, GARCH models and more. Suitable (very) as a first text for those unfamiliar with derivatives at the undergraduate and graduate level. An understanding of calculus/PDEs (partial differential equations) is required. For those less confident about their mathematical knowledge and/or required a more detailed understanding of the mechanism behind the derivatives markets, the book Introduction to Options and Futures Markets, also by the same author, is probably a better option.

New Excel-based DerivaGem software is dramatically improved, this software lets users calculate options prices; implied volatilities; calculate Greek letters for European options, American options, exotic options, and interest rate derivatives; value interest rate derivatives using either Black-Scholes's model or a no-arbitrage model; display binomial trees and various charts.

An accompany solutions manual to the end-of-chapter questions is also available.

Highly recommended.

Reviewed by Henry Tang. Click here to buy this book at Amazon.co.uk.

Solutions Manual to Options, Futures, and Other Derivatives

John C. Hull

Accompany solutions manual to the book. Recommended for self-study.

Reviewed by Henry Tang. Click here to buy this book at Amazon.co.uk.

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