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Tigrenok
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Joined: January 21st, 2003, 10:45 am

Is there are any alternatives to Hull's book ?

April 26th, 2004, 3:45 pm

Is there are any alternatives to Hull's book ?May be not very rigorous (not much sigma-stuff) but more mathematical ?
 
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DrEvil
Posts: 36
Joined: April 22nd, 2004, 10:17 pm

Is there are any alternatives to Hull's book ?

April 26th, 2004, 4:47 pm

I like Wilmott's books; they seem to be easier to read and have nice cartoons of Paul in them For specific topics, Cox and Rubinstein have written books on options, and Rebonatto's books are good...Tavella and Randall wrote a book good for the PDE math useful across much of finance
 
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unkpath
Posts: 289
Joined: January 13th, 2004, 8:44 pm

Is there are any alternatives to Hull's book ?

April 26th, 2004, 6:17 pm

Turnbull & Jarrow maybe (I wonder what this is like?). Or some book by Kolb. Wilmott, as already suggested.However, for learning purposes I would not look for a one-stop reference. I tried and found that unproductive. I found it useful to go with Hull -- be patient if you don't get some of it, it may not be your fault aonly -- and the solution manual. Then, begin reading around. You could make Bjork'sArbitrage Theory in Cts Time your second read in parallel with Baxter&Rennie,maybe. If you are interviewing then both books by Crack are useful - they were to me anyway.
 
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mj
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Joined: December 20th, 2001, 12:32 pm

Is there are any alternatives to Hull's book ?

April 27th, 2004, 5:33 am

try the book forum
 
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madmax
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Joined: October 31st, 2003, 9:56 am

Is there are any alternatives to Hull's book ?

April 27th, 2004, 6:53 am

Try MJ's book :The Concepts and Practice of Mathematical Financeand Ales Cerny: Mathematical Techniques in Finance : Tools for Incomplete MarketsThese are good books which do not require much prerequisite, They almost start from scratch.I also like Musiela and Rutkowski: Martingale methods in financial modeling. But it seems that it is not what you are looking for.Then ideally, your next move would be Rama Cont and Peter Tankov : Financial modelling with jump processes.
 
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SPAAGG
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Joined: March 21st, 2003, 1:31 pm

Is there are any alternatives to Hull's book ?

April 27th, 2004, 7:18 am

A friend of mine, was used to read Hull's book on the toilets.In that context, any people magazine or journal can replace Hull...no comment
 
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Pat
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Joined: September 30th, 2001, 2:08 am

Is there are any alternatives to Hull's book ?

April 27th, 2004, 5:47 pm

What we need it the Schaum's outline for derivatives ... a real world text at a level one step advanced from Hull
 
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pobazee
Posts: 246
Joined: September 23rd, 2003, 5:32 pm

Is there are any alternatives to Hull's book ?

April 27th, 2004, 6:42 pm

My favorite - Ioannnis Karatzas “Lectures on the Mathematics of Finance,” AMS Book. And if you're still bored, yet unpublished, and probably you will find a copy from underground source: “Financial Engineering: Theory and Numerical Methods” by yours truly.
 
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alexo
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Joined: July 14th, 2002, 3:00 am

Is there are any alternatives to Hull's book ?

April 28th, 2004, 6:24 am

QuoteAnd if you're still bored, yet unpublished, and probably you will find a copy from underground source: “Financial Engineering: Theory and Numerical Methods” by yours trulySounds quite interesting, but any chance of more specific informationon the source ? - more precisely how could one get a copy ?thanks
Last edited by alexo on April 27th, 2004, 10:00 pm, edited 1 time in total.
 
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Tomfr
Posts: 439
Joined: January 25th, 2003, 5:18 pm

Is there are any alternatives to Hull's book ?

April 30th, 2004, 8:28 am

In the same spirit as Paul's and Hull's books, you also have Neftci...
 
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spursfan
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Joined: October 7th, 2001, 3:43 pm

Is there are any alternatives to Hull's book ?

April 30th, 2004, 9:00 am

at uk prices, i think jarrow and turnbull is worth considering
 
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Maelo
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Joined: July 28th, 2002, 3:17 am

Is there are any alternatives to Hull's book ?

April 30th, 2004, 12:34 pm

QuoteOriginally posted by: alexoQuoteAnd if you're still bored, yet unpublished, and probably you will find a copy from underground source: “Financial Engineering: Theory and Numerical Methods” by yours trulySounds quite interesting, but any chance of more specific informationon the source ? - more precisely how could one get a copy ?thanksYeah! I am interested too. How couild I "infiltrate" the underground?M
 
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pobazee
Posts: 246
Joined: September 23rd, 2003, 5:32 pm

Is there are any alternatives to Hull's book ?

April 30th, 2004, 11:31 pm

Here is the old preface and content of the book, and it is currently being revised for publication.
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Preface and Content_Under_Revision.zip
(21 KiB) Downloaded 28 times
 
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pobazee
Posts: 246
Joined: September 23rd, 2003, 5:32 pm

Is there are any alternatives to Hull's book ?

May 1st, 2004, 12:20 am

Attached is the old chapter 1 of the book to give you a flavor....
Attachments
Chapter 1.zip
(112.39 KiB) Downloaded 25 times
 
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LongTheta
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Joined: August 3rd, 2003, 6:06 am

Is there are any alternatives to Hull's book ?

May 1st, 2004, 6:01 am

QuoteOriginally posted by: PatWhat we need it the Schaum's outline for derivatives ... a real world text at a level one step advanced from HullBrilliant idea! So why don't you write one?
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