Best Reference Books – Introduction to Derivative Pricing

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We have compiled the list of Top 10 Best Reference Books on Introduction To Derivative Pricing subject. These books are used by students of top universities, institutes and colleges. Here is the full list of top 10 best books on Introduction To Derivative Pricing along with reviews.

Kindly note that we have put a lot of effort into researching the best books on Introduction To Derivative Pricing subject and came out with a recommended list of top 10 best books. The table below contains the Name of these best books, their authors, publishers and an unbiased review of books on "Introduction To Derivative Pricing" as well as links to the Amazon website to directly purchase these books. As an Amazon Associate, we earn from qualifying purchases, but this does not impact our reviews, comparisons, and listing of these top books; the table serves as a ready reckoner list of these best books.

1. “Options, Futures and Other Derivatives” by J C Hull

“Options, Futures and Other Derivatives” Book Review: This book discusses how the valuation of all derivatives offers a single solution. It includes how academia and real-world experience have come together with the philosophy and practice of a shared reverence and emphasis. This book will be useful for undergraduate and graduate courses in Options and Futures, Financial Engineering and Risk Management.

2. “Options Market” by J C Cox and M Rubinstein
3. “Investment Performance Measurement” by Bruce J Feibel

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“Investment Performance Measurement” Book Review: This book discusses the topics of success and risk calculation, assignment, presentation and interpretation. It discusses various topics, such as the estimation of portfolio returns and the assessment of the risks taken to earn these returns. Measuring the risk and return efficacy of the portfolio is also explained in the book. This book will be beneficial for undergraduate and graduate courses.
4. “Financial Calculus: An Introduction to Derivative Pricing” by Martin Baxter and Andrew Rennie

“Financial Calculus: An Introduction to Derivative Pricing” Book Review: This book discusses martingales, change of measure and the Heath-Jarrow-Morton model with mathematical precision. The full glossary of probabilistic and financial concepts is included. This book will be useful for market practitioners, quantitative analysts and derivatives traders.

5. “Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance” by Domingo Tavella

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“Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance” Book Review: This book discusses the main methodologies used in the pricing of derivatives. The Stochastic Calculus, Quantitative Methods in Derivatives Pricing, is included. The book describes basic financial engineering resources, such as scenario generation, European instrument simulation and American instrument simulation. This book will be beneficial for graduates in computational finance.

6. “Theory of Financial Risk and Derivative Pricing” by Bouchaud

“Theory of Financial Risk and Derivative Pricing” Book Review: This book discusses data mining, financial products, non-linear associations, herding, feedback and agent-based models. It also covers stochastic operations, strategies from Monte-Carlo, the theory of Black-Scholes and Minority Game. This book will be useful for graduate students and researchers working in econophysics and mathematical finance.

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7. “Derivative Markets in India: Trading, Pricing, and Risk Management” by Alok Dixit and Surendra S Yadav

“Derivative Markets in India: Trading, Pricing, and Risk Management” Book Review: This book discusses the issues faced by market participants at the stage of the growth of such markets. It includes the price efficiency of the market for options and the presence of opportunities for arbitrage. There are also GARCH and EGARCH models in the book. This book will be beneficial for students in finance at Doctoral, Postgraduate levels and finance professors.

8. “Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing” by Norbert Hilber and Oleg Reichmann

“Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing” Book Review: This book provides an introduction to deterministic algorithms for the rapid and accurate pricing of derivative contracts in modern finance. It involves Lévy and models of stochastic volatility. This book will be useful for graduate students, researchers and practitioners in the fields of quantitative finance.

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9. “C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)” by Mark S Joshi

“C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)” Book Review: This book demonstrated how through specific examples, to generate well-designed, organized and re-usable code. It involves designing reusable components that are then put together for path-dependent exotic options to create a Monte Carlo pricer. Advanced topics such as the factory pattern, the singleton pattern and the decorator pattern are also explained in the book.

10. “A Factor Model Approach to Derivative Pricing” by James A Primbs

“A Factor Model Approach to Derivative Pricing” Book Review: This book provides a structured foundation for pricing derivative securities. It is based on the absence of arbitration ideas relevant to the simple factor model. The book includes various topics such as equity, interest rate, credit derivatives, and quantitative methods based on the tree.This book will be beneficial for researchers and practitioners.

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People who are searching for Free downloads of books and free pdf copies of these top 10 books on Introduction To Derivative Pricing – we would like to mention that we don’t have free downloadable pdf copies of these good books and one should look for free pdf copies from these Authors only if they have explicitly made it free to download and read them.

We have created a collection of best reference books on "Introduction To Derivative Pricing" so that one can readily see the list of top books on "Introduction To Derivative Pricing" and buy the books either online or offline.

If any more book needs to be added to the list of best books on Introduction To Derivative Pricing subject, please let us know.

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Manish Bhojasia - Founder & CTO at Sanfoundry
Manish Bhojasia, a technology veteran with 20+ years @ Cisco & Wipro, is Founder and CTO at Sanfoundry. He is Linux Kernel Developer & SAN Architect and is passionate about competency developments in these areas. He lives in Bangalore and delivers focused training sessions to IT professionals in Linux Kernel, Linux Debugging, Linux Device Drivers, Linux Networking, Linux Storage, Advanced C Programming, SAN Storage Technologies, SCSI Internals & Storage Protocols such as iSCSI & Fiber Channel. Stay connected with him @ LinkedIn | Youtube | Instagram | Facebook | Twitter