- Paperback: 816 pages
- Publisher: Prentice Hall India Pvt. Ltd.; 6th edition (2005)
- Language English
- ISBN-10: 8120328795
- ISBN-13: 978-8120328792
- Product Dimensions: 23.4 x 17.6 x 3.8 cm
- Average Customer Review: 5.0 out of 5 stars See all reviews (1 customer review)
- Amazon Bestsellers Rank: 388,722 in Books (See Top 100 in Books)
- See Complete Table of Contents
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Customer Reviews
Most Helpful Customer Reviews
12 of 17 people found the following review helpful
Format:Hardcover
One of the perls in my collection. Without doubt, everything that need to be known. Each chapter is organized as a masterclass: a theorical description, an explanation and some examples. I had few other books on the same subject (9) and I sold them because this is the best and the rest is repetition. I combine this with Stochastics Calculus and Financial Applications (ISBN: 0387950168) which is more academic (theorical, plenty of lovely formulas). A must combination in derivatives and futures. See my other reccomendations for English for foreigns, Latin, Maths, Medicine and Economics.
Most Helpful Customer Reviews on Amazon.com (beta)
Amazon.com:
21 reviews
10 of 12 people found the following review helpful
Best Introductory book for Quantitative Finance
8 Aug 2006
Format:Hardcover
Hull is the one stop shop for learning (and using as a reference once you have learnt "it") almost any topic in Quant Finance. This book really has it all - options, interest rate models, volatility modeling, credit derivatives, you name it. However, use it as an introductory book - learn the main concepts from here and then move on to advanced books. As a current student of quant finance, I find Hull's book to be indispensable.
9 of 11 people found the following review helpful
Best book for quants new to finance
10 July 2006
Format:Hardcover
I recently entered the field of quantitative finance from physics, and this book has been by far the best resource as both a learning tool and reference. Its bredth of coverage is outstanding, covering topics as simple as bond yields and zero rates, to sophsticated libor market models, weather derivatives, bermudan swaptions, etc. While a bit wordy at times, Hull does present all the mathematics in a tractible manner. Books with more mathematical sophistication, such as Brigo & Mercurio, while interesting, are far less useful on the trading floor.
With each chapter Hull presents several "Business Snapshots" providing practical real life illustrations. Overall, this is a great purchase someone with a quantitive background new to finance.
With each chapter Hull presents several "Business Snapshots" providing practical real life illustrations. Overall, this is a great purchase someone with a quantitive background new to finance.
3 of 3 people found the following review helpful
Great intro
25 April 2008
Format:Hardcover|Amazon Verified Purchase
I started not knowing a "put" from a "call," but I needed to know a fair bit about how financial engineers (coming from a family of PEs, I'm still not used to that term) use math. This has been the introduction I wanted - not the advanced stuff, but enough to help me understand that material.
Methodical pacing leads the reader gradually through the basics, from just what a derivative is on through the brief story of how futures markets work - in short, they abstract buying and selling into buying and selling the right to buy and sell. I tend towards the concrete, so many of these transactions seemed a bit airy to me. Oh, I can follow the reasoning well enough, but I just never saw where the satisfaction of the thing solid and completed comes in. As it turns out, it doesn't. Once you've really got that in the pit of your stomach, then Hull's presentation follows smoothly.
He gradually derives models of increasing complexity. Diligent reader with a little calculus or a lot of trust will follow along easily. Later chapters draw on more advanced concepts in probabilistic modeling, but present the reader with only the aspects needed for the discussion at hand - a mercy, considering the size of the specialized vocabulary involved in the rest of the explanation.
This book ends when the foundation has been built. More advanced needs must be met with other sources - not a problem with this text, just a matter of its chosen scope. I needed that foundation, however, so I recommend this book to anyone with reasonaable math skills and a need to know the material.
-- wiredweird, reviewing the 6th edition
Methodical pacing leads the reader gradually through the basics, from just what a derivative is on through the brief story of how futures markets work - in short, they abstract buying and selling into buying and selling the right to buy and sell. I tend towards the concrete, so many of these transactions seemed a bit airy to me. Oh, I can follow the reasoning well enough, but I just never saw where the satisfaction of the thing solid and completed comes in. As it turns out, it doesn't. Once you've really got that in the pit of your stomach, then Hull's presentation follows smoothly.
He gradually derives models of increasing complexity. Diligent reader with a little calculus or a lot of trust will follow along easily. Later chapters draw on more advanced concepts in probabilistic modeling, but present the reader with only the aspects needed for the discussion at hand - a mercy, considering the size of the specialized vocabulary involved in the rest of the explanation.
This book ends when the foundation has been built. More advanced needs must be met with other sources - not a problem with this text, just a matter of its chosen scope. I needed that foundation, however, so I recommend this book to anyone with reasonaable math skills and a need to know the material.
-- wiredweird, reviewing the 6th edition
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