Options, futures, and other derivatives. 5th ed. (English) Zbl 1087.91025

Prentice-Hall International Editions. Upper Saddle River, NJ: Prentice Hall (ISBN 0-13-009056-5/pbk). xxi, 744 p. (2003).
Publisher’s description: This book is intended for undergraduate and graduate courses in Options and Futures, Financial Engineering, and Risk Management, typically found in business, finance, economics and mathematics departments.
This fifth edition text represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives. This popular course text is considered to be “the bible” by practitioners. The fifth edition has a total of seven new chapters.


91-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
91G20 Derivative securities (option pricing, hedging, etc.)