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Options, Futures, and Other Derivatives with DVD [Englisch] [Taschenbuch]

John C. Hull
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  • Taschenbuch: 848 Seiten
  • Verlag: Prentice Hall India; Auflage: 7th (2008)
  • Sprache: Englisch
  • ISBN-10: 8131722996
  • ISBN-13: 978-8131722992
  • Größe und/oder Gewicht: 24,1 x 18,3 x 3,3 cm
  • Durchschnittliche Kundenbewertung: 5.0 von 5 Sternen  Alle Rezensionen anzeigen (2 Kundenrezensionen)
  • Amazon Bestseller-Rang: Nr. 2.209.202 in Bücher (Siehe Top 100 in Bücher)
  • Komplettes Inhaltsverzeichnis ansehen

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5.0 von 5 Sternen
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Von Alex
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.
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0 von 1 Kunden fanden die folgende Rezension hilfreich
5.0 von 5 Sternen A must-have for graduates and professionals 15. April 2009
Format:Gebundene Ausgabe
Options, Futures and other derivatives is the widely recognized standard textbook on financial instruments with a focus on derivatives. so it is a clear must-have for all graduates and professionals that want to understand the basics of derivatives valuation covering both fundamental arbitrage relationships and numerical procedures. the book is highly recommended as it is intuitive and gives good pratical examples to complement the theoretical details. technical aspects are relegated to the appendix for formal proof.
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Amazon.com: 4.2 von 5 Sternen  23 Rezensionen
25 von 25 Kunden fanden die folgende Rezension hilfreich
5.0 von 5 Sternen 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
5.0 von 5 Sternen 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
3.0 von 5 Sternen Nice introduction to quantitative finance, derivatives pricing and mathematical models. 11. Februar 2011
Von Straddle1985 - Veröffentlicht auf Amazon.com
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
5.0 von 5 Sternen 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.
1 von 1 Kunden fanden die folgende Rezension hilfreich
4.0 von 5 Sternen Has it All, but Hard to Find it All 10. Juni 2012
Von Mel - Veröffentlicht auf Amazon.com
Format:Gebundene Ausgabe
I bought the hardcopy in my futures class last year. Learned a lot about trading derivatives. This book does have everything that a beginning trader needs to become competent in options, futures, and swaps. But given the inherent risk in trading, one wants to be as well versed as possible. This book does not make learning the ins and outs all that easy. The chapter summaries help at a high level, and the chapter formulas are explained thoroughly. But I had to read nearly all of each chapter for the method to crystallize.
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