上一主题:求坛友确认!6月的考场地点是蟹岛么?
下一主题:我明明记得只是搜索深圳考场,怎么就确认为最终考场?
返回列表 发帖

Best book/author on derivatives

Which book / author do you guys find to be the ultimate authority on derivatives?  I used McDonald’s book “Deriivatives Markets” for my MSF and of course read Don Chance’s book “Analysis of Derivatives” for the CFA program.  I also have been reading John Hull’s book “Fundamentals of Futures and Options Markets” to brush up on my derivatives knowledge as I am going to a firm that heavily uses derivatives.  I find that all of these books have something to offer that I don’t get from the others.  I actually thought that Don Chance’s CFA text was pretty good and explained things well, but was very conceptual.  Also, he tended to use discrete compounding, while McDonald and Hull tend to emphasize countinuous compounding, which I think is most often used by practitioners.  I am thinking about getting Hulls “Options, Futures and Other Derivatives” as this is the Bible of the derivatives field.  What do you guys think?

Natenburg’s “Option Volatility and Pricing” is the best for options.

TOP

返回列表
上一主题:求坛友确认!6月的考场地点是蟹岛么?
下一主题:我明明记得只是搜索深圳考场,怎么就确认为最终考场?