John C. Hull (born March 5, 1946) is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.
He is a respected researcher in the academic field of quantitative finance (see for example the Hull-White model) and is the author of two books on financial derivatives that are widely used texts for market practitioners: "Options, Futures, and Other Derivatives" and "Fundamentals of Futures and Options Markets".
Hull is an editor of the Journal of Derivatives (since 1993), The Review of Derivatives Research (since 1993), the Journal of Derivatives Use, Trading & Regulation (since 1994), the Canadian Journal of Administrative Studies (since 1996), the Journal of Risk (since 1998), the Journal of Bond Trading and Management (since 2001), the Journal of Derivatives Accounting (since 2002) and the Journal of Credit Risk (since 2004).
He studied Mathematics at Cambridge University (B.A. & M.A.), and holds an M.A. in Operational Research from Lancaster University and a Ph.D. in Finance from Cranfield University. In 1999, he was awarded the Financial Engineer of the Year Award, by the International Association of Financial Engineers. He has twin sons named Peter and David, and a wife named Michelle.
Bridge the gap between theory and practice.
Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics.
The eighth edition has been updated and improved—featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued. This is just the book, if you want the book/cd you need to order; 0132777428 9780132777421 Options, Futures, and Other Derivatives and DerivaGem CD Package, 8/e Kit/Package/ShrinkWrap;
第6版相对1~5增加了好多内容。尤其是在rate derivative方面。另外相对来说更贴近实际产品。 但相对前5版这本书显得太大太厚了,重点也不鲜明。建议读者从体系框架完美的第3版开始看,而后再看第6版新增的内容即可。 另外,其实本书是金融市场的入门书,里面的模型和产品都是...
評分很不幸的买到英文原著,我原以为是中文版的。 花了很长的功夫看完,虽然很吃力但是收获很大,对国产的垃圾书来说,这本书让我觉得它配上的印刷它的那些纸和墨。 希望有机会多读几遍,我可怜的英文啊……
評分"进入一个5年期的互换交易,收入现金流为LIBOR,支出现金流为5年期互换利率“ 原文为 "Enter into a swap to exchange the LIBOR income for the 5-year swap rate." 意思是 用之前的得到LIBOR利率去交换互换利率。翻译把收入支出搞反了 图7-8 里的 ”估计日期“ 应为 "定...
評分不知是期货这个主题本身就有意思, 还是作者功夫了得... 总之这本书读起来很享受^^ 推荐给想学习相关理论的朋友, 即使统计知识并不太足也没关系. 感觉上只要具备高中数学知识, 再加一点微积分, 就够了. 有的地方有些绕, 但琢磨的过程很有趣, 有点像猜谜语.... 赚钱的学问也很...
評分书写的很好 深入简出 但毕竟不是大师 有其自身缺陷,前面部分论述过程过于迂腐 涉及实际操作细节部分过多 请看BODIE INVESTMENTS相应部分 简约而不简单 该书后半部分描述布朗运动相当好。
看瞭前14章,暫時告一段落,John Hull太厲害瞭。
评分這個學期又要再讀一次!!!Black-Scholes Model!!!
评分這個學期又要再讀一次!!!Black-Scholes Model!!!
评分經典就是經典啊
评分選修課的。。 原版非常好,中文版(那麼便宜)就不要看瞭
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