This textbook deals with derivatives, taking students from the basics to recent product developments. It combines detailed exposition with comprehensive exercises and a variety of examples, and supplies suggestions for further reading after each chapter.
Who is it for? Broad coverage makes this text suitable for a range of undergraduate and masters students.
Presentation: This is a well-structured text that would do very well as prescribed reading for a course.
Would you recommend it? Yes
Futures, Option, and Swaps
Authors: Robert W. Kolb and James A. Overdahl