Best book/author on derivatives something, ultimate, knowledge, all

bodhisattva

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?

bodhisattva

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