Options, futures, and other derivatives
by Hull, John · first published 1997
100% recommend
Accompanying CD-ROM contains ... "Prentice Hall DerivaGem Software."--Disc label.
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…nothing comes close. Most of the descriptions are still valid today (even if some of the mechanics have changed) If you want something more along the lines of what a financial engineer would know: - "Options, Futures, and other Derivatives" by John Hull (goes over basic models without delving too deeply into theoretical math aspects) - "Stochastic Calculus for Finance II" by Steve Shreve (goes over the basic stuff but has enough stats…
on “Good books for hackers interested in quant finance?” ↗…language used for performance (C++, Java typically) while also being familiar with the data analysis libraries of Python. If you have no experience with finance and you're coming in to that cold, give Options, Futures and Other Derivatives a read. I'm assuming you're in this boat because you're asking the question. This is sort of catch-all advice. If you're working at Virtu or Jump, you're going to want to know as much as you can about…
on “Ask HN: How to prepare for algorithm trading interview as a developer” ↗…For equities first try Pricing the Future - it gives a rare historical context to the Black-Scholes equation. I suppose reading McKinsey's Valuation is good for understanding cash flow valuation. Hull's Options, Futures, and Other Derivatives is the cornerstone piece of the field, followed closely by Paul Wilmott on Quantitative Finance. If you get volatility you understand the liquid equity markets. Now you understand basic theoretical finance…
on “Financial Software Projects (C++) - NYU Fall 2011” ↗Options, Futures, and Other Derivatives by John Hull Principles of Corporate Finance by Richard Brealey, Stewart Myers, Franklin Allen Traders, Guns and Money: Knowns and unknowns in the dazzling world of derivatives by Satyajit Das
on “Ask HN: What are the must-read books about economics/finance?” ↗This is utterly the wrong way to learn finance for quantitative trading. That would be an unproductive use of time. Read Options, Futures and Other Derivatives and Algorithmic Trading and DMA and you basically know everything you'll get from public sources that could be meaningful for trading. If he knows how to code and is looking for "mathematics of finance"…
on “Python For Finance: Algorithmic Trading” ↗Two recommendations: "Options, Futures, and Other Derivatives" by John Hull and "Dynamic Hedging" by Taleb.
on “Good books for hackers interested in quant finance?” ↗"Options, Futures, and Other Derivatives" (John Hull) is the definitive newbie handbook in quant finance. If you are interested in Quantitative Finance, you should understand this book, cover-to-cover. "Principals of Corporate Finance" (Brealey…
on “Quantitative Finance Reading List” ↗…new to Options, I will suggest doing some research and reading online to familiarize yourself. If you are further interested in learning theory and mathematics of Options, a good introductory text is "Options, Futures, and Other Derivatives" by John Hull http://www.amazon.com/Options-Futures-Other-Derivatives-9th/...
on “Ask HN: Best way for individual investor to take short position in tech stocks” ↗You can start at the About page as a root node: https://omnieq.com/about Recommend Hull's Options, Futures, and Other Derivatives as reference text.
on “Omnieq: Credit Spread Scanner” ↗…processes are very popular on the trading side, as is applying attention-based NLP techniques for pattern recognition. If you are interested in stochastic calculus and convex strategies, John Hull's "Options, Futures and Other Derivatives" is a classic read. Another good book is Marcos Lopez de Prado's "Advances in Financial Machine Learning."
on “Ask HN: Does a CFA Matter in FinTech?” ↗Quantitative finance: Options, Futures, and Other Derivatives by John Hull
on “Ask HN: What book is considered the bible of your field/industry?” ↗…increasingly applied in modern finance. If you're interested in options and other derivatives (I find derivatives to be the most interesting, and least arbitrary, financial product), I'd start with John Hull's "Options, Futures, and Other Derivatives", which is a textbook at maybe the sophomore or junior level. I hear the PDF is freely circulated online. I think understanding how options and futures work is essential for understanding finance. A slightly…
on “SIPC Says It Has Serious Concerns About Robinhood's New Product” ↗