Primary texts used in MS programs for first derivatives course

Which book?

  • Shreve Vol I

    Votes: 1 16.7%

  • Shreve Vol II

    Votes: 1 16.7%

  • Hull (Options, Futures...)

    Votes: 2 33.3%

  • Neftci (Intro to Math of Fncl Derivs)

    Votes: 0 0.0%

  • Neftci (Financial Engineering)

    Votes: 0 0.0%

  • Wilmott (Mathematics of Financial Derivs)

    Votes: 1 16.7%

  • Wilmott (Introduces Quant Finance)

    Votes: 0 0.0%

  • Other/No primary text/lecture notes

    Votes: 1 16.7%
  • Total voters
    6
Bid Shader

Bid Shader

Joined
2/9/14
Messages
25
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Hey everyone, I'm kind of interested in polling the community to see what was actually used as a primary text for the first derivatives pricing course in your MS program. I know this could vary widely based on whether it was a Financial Engineering program or other style of program (Risk Mgmt or other quant-style MS).

Would really appreciate finding out what books actually get used and in what kind of programs! Thanks in advance - feel free to respond to the thread or just answer the poll.
 
Derivatives Pricing is very broad. What specifically?

At CMU:

Fixed Income - Tuckman http://www.amazon.com/Fixed-Income-Securities-Todays-Markets/dp/0470891696. Note that CMU's Fixed Income class is basically purely a math class.

Options - None but I think Hull was recommended. Note though the CMU Options course is basically a companion class for discrete-time Stochastic Calculus, definitely not the 'standard' type of Options class.

Shreve Vol 1 and 2 for multi-period (discrete) pricing and the stochastic calculus sequence.
 
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Yes, sorry, I wasn't super clear. I was thinking more about a pure options course. Was just curious what kind of programs use something like Hull, and if there's any good option somewhere in between the Hull book and the Shreve book on the technical scale.

edit: thanks for the response, btw
 
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