• Alle Preisangaben inkl. MwSt.
Derzeit nicht auf Lager.
Bestellen Sie jetzt und wir liefern, sobald der Artikel verfügbar ist. Sie erhalten von uns eine E-Mail mit dem voraussichtlichen Lieferdatum, sobald uns diese Information vorliegt. Ihr Konto wird erst dann belastet, wenn wir den Artikel verschicken.
Verkauf und Versand durch Amazon.
Geschenkverpackung verfügbar.
Menge:1
Options, Futures, and Oth... ist in Ihrem Einkaufwagen hinzugefügt worden
+ EUR 3,00 Versandkosten
Gebraucht: Gut | Details
Verkauft von Nearfine
Zustand: Gebraucht: Gut
Kommentar: Gelesene Ausgabe in gutem Zustand. Buch kann Gebrauchsspuren aufweisen oder Bibliotheksstempel enthalten. Lieferung voraussichtlich innerhalb von 20 Tagen.
Ihren Artikel jetzt
eintauschen und
EUR 0,10 Gutschein erhalten.
Möchten Sie verkaufen?
Zur Rückseite klappen Zur Vorderseite klappen
Anhören Wird wiedergegeben... Angehalten   Sie hören eine Probe der Audible-Audioausgabe.
Weitere Informationen
Dieses Bild anzeigen

Options, Futures, and Other Derivatives (Prentice Hall Series in Finance) (Englisch) Gebundene Ausgabe – 8. Mai 2008

1 Kundenrezension

Alle 5 Formate und Ausgaben anzeigen Andere Formate und Ausgaben ausblenden
Amazon-Preis Neu ab Gebraucht ab
Gebundene Ausgabe
"Bitte wiederholen"
EUR 192,71
EUR 130,57 EUR 39,95
Taschenbuch
"Bitte wiederholen"
EUR 109,90
3 neu ab EUR 130,57 7 gebraucht ab EUR 39,95

Dieses Buch gibt es in einer neuen Auflage:


Hinweise und Aktionen

  • Große Hörbuch-Sommeraktion: Entdecken Sie unsere bunte Auswahl an reduzierten Hörbüchern für den Sommer. Hier klicken.

Jeder kann Kindle Bücher lesen — selbst ohne ein Kindle-Gerät — mit der KOSTENFREIEN Kindle App für Smartphones, Tablets und Computer.



Produktinformation

  • Gebundene Ausgabe: 848 Seiten
  • Verlag: Prentice Hall; Auflage: 7th revised ed. (8. Mai 2008)
  • Sprache: Englisch
  • ISBN-10: 0136015867
  • ISBN-13: 978-0136015864
  • Größe und/oder Gewicht: 20,8 x 3,4 x 25,8 cm
  • Durchschnittliche Kundenbewertung: 5.0 von 5 Sternen  Alle Rezensionen anzeigen (1 Kundenrezension)
  • Amazon Bestseller-Rang: Nr. 16.425 in Fremdsprachige Bücher (Siehe Top 100 in Fremdsprachige Bücher)
  • Komplettes Inhaltsverzeichnis ansehen

Mehr über den Autor

Entdecken Sie Bücher, lesen Sie über Autoren und mehr

Produktbeschreibungen

Synopsis

&>For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.

Welche anderen Artikel kaufen Kunden, nachdem sie diesen Artikel angesehen haben?


In diesem Buch

(Mehr dazu)
Ausgewählte Seiten ansehen
Buchdeckel | Copyright | Inhaltsverzeichnis | Auszug | Stichwortverzeichnis | Rückseite
Hier reinlesen und suchen:

Kundenrezensionen

5.0 von 5 Sternen
5 Sterne
1
4 Sterne
0
3 Sterne
0
2 Sterne
0
1 Sterne
0
Siehe die Kundenrezension
Sagen Sie Ihre Meinung zu diesem Artikel

Die hilfreichsten Kundenrezensionen

Format: Gebundene Ausgabe Verifizierter Kauf
Das Buch ist sehr umfassend, eigentlich alle Derivate werden erklärt.
Zwar ist es in englischer Sprache, aber es ist so gut geschrieben, dass man alles versteht. Die deutsche Version würde ich nicht empfehlen. Die Aufgaben hinten im Buch zu jedem Kapitel sind ihr Geld aufjedenfall wert. Perfekte Klausurvorbereitung in einem Derivate-Fach.
Kommentar War diese Rezension für Sie hilfreich? Ja Nein Feedback senden...
Vielen Dank für Ihr Feedback. Wenn diese Rezension unangemessen ist, informieren Sie uns bitte darüber.
Wir konnten Ihre Stimmabgabe leider nicht speichern. Bitte erneut versuchen

Die hilfreichsten Kundenrezensionen auf Amazon.com (beta)

Amazon.com: 29 Rezensionen
25 von 25 Kunden fanden die folgende Rezension hilfreich
The gold standard (although you may not need to upgrade to the seventh edition) 6. November 2008
Von David R. Harper - Veröffentlicht auf Amazon.com
Format: Gebundene Ausgabe
This is the definitive introduction to derivatives. As evidence of its relevance, the following chapters are assigned to Financial Risk Manager (FRM) candidates: Hedging Strategies using Futures (Chapter 3), Determination of Forward and Futures Prices (5), Interest Rate Futures (6), Swaps (7), Properties of Stock Options (9), Trading Strategies Involving Options (10), Binomial Trees (11), Black-Scholes-Merton Model (13), Greeks (15), Volatility Smiles (16), Exotic Options (22).

Given that this is an expensive text, the most frequent question I get is, do I need to buy the latest edition? Perhaps you do not: the updates from fifth to sixth edition, and from sixth to seventh edition, have both been modest "version" upgrades. Here is a rule-of-thumb: the more introductory the topic (i.e., the earlier the chapter), the less likely you want/need the upgrade. The early chapters on futures, hedging, interest rate futures, swaps, and option pricing have barely changed since the fifth edition. Further, from what i can tell, the end-of-chapter questions are largely the same/similar.

In regard to the seventh, in addition to a number of refinements (e.g., some reorganization), the two noticeable differences are: a new chapter on valuation of employee stock option (a particular expertise of Hull's) and more material on certain credit derivatives (CDOs, credit default swap) including a bit more help on Gaussian copula. However, in regard to credit derivatives, in total, Hull gives a quick tour which may be challenging to the new learner. It is maybe not the best place to start for credit derivatives per se.

But, this is the gold standard, a work of art, as far as finance texts go. It may be an introduction but it offers encyclopedic breadth. I've read it several times over, worked most of the problems, taught from it, argued with it, and yet I keep needing to refer to it--Hull is the trusted adviser you call in a crunch, because you know he knows--full mastery is probably still years away.
4 von 4 Kunden fanden die folgende Rezension hilfreich
classical book 15. September 2008
Von F. N. Tavares - Veröffentlicht auf Amazon.com
Format: Gebundene Ausgabe Verifizierter Kauf
I was planning to buy this book for a few years.
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.
3 von 3 Kunden fanden die folgende Rezension hilfreich
Nice introduction to quantitative finance, derivatives pricing and mathematical models. 11. Februar 2011
Von Straddle1985 - Veröffentlicht auf Amazon.com
Format: Taschenbuch
This book serves as a nice introduction to mathematical finance. I had to buy this book for a course on options & futures in my master year at university. At first I found it a bit difficult to read, but after studying a lot out of it I got to appreciate it more and more. Certainly the first chapters on pricing futures and the working of calls and puts was very helpful. Somewhere in the first chapters he provides a table which shows how the margin calculations work for a broker account, and how the brokers manage the amount a client owns them by trading in options/futures, which helped me understand this part much better.

A few negative points:

- The chapter on the Black & Scholes formula was way too short. He just throws this formula at you, without an adequate introduction. In the chapter on binomial trees, we do get a full introduction to the pricing methods.
- There should have been more info on interest rate swaps, FX options and swaptions. These are huge fields in the world of derivatives and are only very shortly covered here.
- There are tons of exercises at the end of each chapter, but no solution is provided for most of them. You have to buy his other book for those solutions ... For the price he charges for this book he might as well have given the solutions.

That being sais, I'm glad I have this book in my trading library. It's easy to look up information and the text in each chapter is very straight forward. If you need information on swaptions, weather derivatives, swaptions, calculating a VAR value for your stock portfolio, ... this book is what you need,
5 von 6 Kunden fanden die folgende Rezension hilfreich
One of the greatests books on Finance 9. Dezember 2010
Von Mariano Muruzabal - Veröffentlicht auf Amazon.com
Format: Gebundene Ausgabe
I started reading the third ed., then I went to use the fifth ed. and I finally ended up studying from this 7th.edition.

In my opinion is the most complete edition in achieving an optimal balance between mathematics and content. Each chapter includes all the necessary math to understand from what elements each analysis is structured and Hull also takes the time to explain the practical meaning of each equation. To avoid overwhelming the reader with the demonstrations, they have been included as an appendix at the end of each chapter.

I think this is one of the great books of finance. I have used it for a first course in Derivatives where we cover the first 17 chapters, including "Volatility Smiles" and "Greek Letters". I went back to the book for another course in Financial Engineering, and also used it as reference for a course in Real Options, subject to which Hull devotes an entire chapter.

Hull excels in mathematics, and he gives all the necessary mathematical tools to provide a consistent and technical book, while providing excellent explanations to guide the reader through each topic.

The chapter on "Ito's Lemma" where he describes the modeling of stock prices as a geometric Brownian motion is superb, offering as well a practical way to simulate stock behavior. I actually use this chapter along with MS Excel to do Montecarlo Simulations and to build confidence intervals for the price movements of the SPY, upon I built an active investment strategy.

The domain of options and derivatives will provide practitioners with a comprehensive toolkit applicable to virtually all aspects of finance, whether to hedge portfolios, volatility management, and to complement the classical DCF business valuation methodology incorporating option pricing models to value the real options implicit in any business.

As an example of the broad applications of derivatives is that they can also be used to describe the capital structure of the firm to see equity as a call option, and using the "put-call parity" to relate the equity and debt to the value of the firm.

This is a reference book and a comprehensive guide to any aspects of options and derivatives.
3 von 4 Kunden fanden die folgende Rezension hilfreich
Best book on the subject 26. November 2008
Von Andres Jaramillo - Veröffentlicht auf Amazon.com
Format: Taschenbuch
This is by far the best book on the subject., September 20, 1996
By A Customer (A. Jaramillo)

I have read most of the books on derivatives and mathematical finance. I have also read the most important papers on the subject, and no book covers the subject so extensively and so carefully. The difficult math is explained by Hull in a brilliantly intuitive way, without sacrificing the mathematical rigor. He explains succinctly and accurately the heart of the most advanced papers in the subject, in unpretentious terms, and always with the reader in mind (unlike most of the other academics' attempt at writing a book.) Having studied the subject in depth, from a practical and a theoretical point of view, I can say, without reservation, that (up to 1996) this book is all you need to learn about the subject. In fact, I dare say that if you read the book cover to cover you will be an expert in the subject. I read the second version, and some of the most recent topics (like Value at Risk) are not treated in it, but it is my understanding that the third edition includes all of these newer developments. If they are explained as all the other subjects in the 2nd edition, then they should be the best explanations around. Excellent book for novices in the subject, excellent reference book for experts, great mathematical education for finance people, and great financial exposition for mathematicians. (From a mathematical point of view, the only details missing are the mathematical foundations of risk-neutral valuation, i.e. Girsanov's theorem) This book should be read (and more importantly CAN be read) by any financial officer, county treasurer (is Orange County listening?), trader, regulator investor and banker. I also recomend this book to unemployed mathematicians, physicists, and engineers. The starting salary for these quantitative disciplines goes up by $30,000 a year after reading that book.
Waren diese Rezensionen hilfreich? Wir wollen von Ihnen hören.