textbooks on financial math (1 Viewer)

[doe]

im after a good reference book on financial math. i would like it to fairly comprehensive and to cover things like derivatives (options, futures etc) pricing, cross currency swaps, hedging applications with examples. ideally it would cover valuation methodologies as well (DCF, capitalisation of earnings, etc), but if not thats ok.

there is a great calculus book written by stewart, maybe some of you know it. it has heaps of examples and proofs, something akin to that would be great.

has anybody read Options, Futures, and Other Derivatives (5th Edition) by John C. Hull?

 

[§eraphim]

im after a good reference book on financial math. i would like it to fairly comprehensive and to cover things like derivatives (options, futures etc) pricing, cross currency swaps, hedging applications with examples. ideally it would cover valuation methodologies as well (DCF, capitalisation of earnings, etc), but if not thats ok.

there is a great calculus book written by stewart, maybe some of you know it. it has heaps of examples and proofs, something akin to that would be great.

has anybody read Options, Futures, and Other Derivatives (5th Edition) by John C. Hull?

u should read the CFA required txtbooks. they seem 2 cover everything (both qualitative and quantitative security analysis) very comprehensively.

 

[doe]

u should read the CFA required txtbooks. they seem 2 cover everything (both qualitative and quantitative security analysis) very comprehensively.

hey thanks. i had a look here but its lots of books and like $1000 http://www.efastcom.com/CFABookstore/control/view?screenName=CURRICULUM_DETAILS is that what you meant?

i think i might just get the hull book

 

[§eraphim]

the hull book is just on derivatives. "Investment Science" by luedenberger is good too.