Sabtu, 31 Mei 2014

[U547.Ebook] Free PDF ADempiere 3.4 ERP Solutions, by Bayu Cahya Pamungkas

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ADempiere 3.4 ERP Solutions, by Bayu Cahya Pamungkas

ADempiere 3.4 ERP Solutions, by Bayu Cahya Pamungkas



ADempiere 3.4 ERP Solutions, by Bayu Cahya Pamungkas

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ADempiere 3.4 ERP Solutions, by Bayu Cahya Pamungkas

Implementing an Enterprise Resource Planning (ERP) system in your organization can be a smooth process when you follow this ADempiere tutorial. From understanding the basics to customizing for your own needs, it's a great intro to an excellent system.

Overview

  • Successfully implement ADempiere—an open source, company-wide ERP solution—to manage and coordinate all the resources, information, and functions of a business
  • Master data management and centralize the functions of various business departments in an advanced ERP system
  • Efficiently manage business documents such as purchase/sales orders, material receipts/shipments, and invoices
  • Extend and customize ADempiere to meet your business needs
  • Written in a clear and practical manner, this book follows a realistic case-study example enabling you to learn about ADempiere fundamentals and best practices along the way
Who This Book Is For

If you want to easily implement ADempiere in your organization, this book is for you. This book will also be beneficial to system users and administrators who wish to implement an ERP system. No previous knowledge of ADempiere is required. A basic knowledge of accounting and the standard business workflow would be beneficial.

What You Will Learn
  • Create your own sample company by making a fictitious case study work with common business processes starting from the purchase order for raw materials to the shipping of finished goods
  • All accounting facts/journals generated in ADempiere are thoroughly explained
  • Add and maintain important data such as customers, vendors, company bank account and cash book, and products
  • Create procurement documents including order requisition, purchase order, material receipt, vendor invoice, and vendor payment
  • Effectively handle post-production activities and documents such as quotations, bank statements, sales orders, shipments, and invoicing
  • Configure financial reports and create you own
  • Understand how to import important business data such as business partners, products, currency rates, and bank and inventory statements
In Detail

Enterprise resource planning (ERP) systems are essential in today's business market. There are many options for ERP systems; however, ADempiere offers a solid foundation for developing a powerful ERP system that helps your business to manage data efficiently, streamline different processes, lower costs, and improve the efficiency levels without too much complexity.

This practical book offers a comprehensive understanding of ADempiere and a look at its main features by way of developing and enhancing a sample case study from concept to deployment. This book will help you model complex business processes with ease.

You will learn to install ADempiere followed by configuring the company structure and the initial client set up. You can start working with ADempiere immediately because this book will get you up and running quickly and assumes no knowledge or experience of working with ADempiere. ADempiere3.4 ERP Solutions enables you to set up the accounting parts, define the prerequisite data, learn about product and price management, and perform procurement and sales activities. When you read the book, you'll understand the concept behind the ADempiere workflow and the important function of managing the inventory. Activities such as making user-defined financial reports, procedures on importing data, and security will be covered in detail, and you will also learn about the application dictionary.

ADempiere generates accounting facts/journals automatically. In this book, you will understand the impact of these accounting facts in detail. This book will give you a comprehensive study on how to easily implement ADempiere and make the best use of this open source ERP system.

  • Sales Rank: #2421265 in Books
  • Published on: 2009-12-28
  • Released on: 2009-12-16
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.25" h x 1.04" w x 7.50" l, 1.73 pounds
  • Binding: Paperback
  • 400 pages

About the Author

Bayu Cahya Pamungkas

Bayu Cahya Pamungkas has an experience of working in various financial and manufacturing industries. He is currently employed as a functional consultant on both financial and manufacturing domains for a leading proprietary ERP. He also works on implementation of project management software for apparel industries. With his experience and background, he established his own consulting company and implements ADempiere for customers around the world. You can reach him on his blog at http://sistematika.web.id.

Most helpful customer reviews

0 of 0 people found the following review helpful.
Excellent Tutorial for Beginners
By Rahim Mohd Said
Those who wish to learn about Adempiere or iDempiere will find this book very useful. By following the tutorial on each page, readers will get a full understanding of how the software works, what are the minimum data required to execute each function and many other crucial information. While some functions have changed since the current version is now iDempiere ver 1.0c, it is not difficult to find the changes in the procedures by googling the respective topics. iDempiere is a very powerful ERP system which is free of charge.

5 of 5 people found the following review helpful.
Missing information
By artcien
Adempiere is by far the best Open Source ERP solution, but like all other Open Source ERPs it lacks of a good manual. The information is in pieces all over the internet and is not well organized in the Wiki. It is also always incomplete in the sense of the software itself. In this case, is the installation process. If you plan to use Adempiere inside your LAN, then go ahead and buy the book. It will give you the basis to start using Adempiere, but to use the client application over the internet you need a lot more than this book. The book needs more information on Jboss configuration to work with Adempiere.

0 of 0 people found the following review helpful.
Great Beginner-Intermediate Reference
By Iveen Duarte
The information on this book is just awesome, it is a very good written book, well-organized, hands-on approach; if you want to know your way into ADempiere this is the reference to look for. Highly recommended, since it takes you from the installation to a comprehensive functional description of the most common enterprise processes.

Author is very knowledgeable about business, besides the technical and functional aspects of ADempiere.

Can't wait for 2nd Edition, including Libero Manufacturing and Human Resources.

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Selasa, 27 Mei 2014

[O284.Ebook] Download Ebook What They Fought for 1861-1865, by James M. McPherson

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What They Fought for 1861-1865, by James M. McPherson

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What They Fought for 1861-1865, by James M. McPherson

  • Sales Rank: #370605 in Books
  • Published on: 1995
  • Number of items: 2
  • Binding: Paperback
  • 88 pages

Most helpful customer reviews

0 of 0 people found the following review helpful.
Five Stars
By James J. Brennan
great read

0 of 0 people found the following review helpful.
Five Stars
By Ricky
Excellent

1 of 5 people found the following review helpful.
Three Stars
By Alice Hodgkins
The marking was more than minimal :(

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Senin, 26 Mei 2014

[S546.Ebook] Fee Download All Souls' Rising, by Madison Smartt Bell

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All Souls' Rising, by Madison Smartt Bell

The Haiti of this novel is a malarial, fetid place, haunted by its genocidal past. The slaves are planning a rebellion and the aristocratic French plantation owners are preparing to crush it. At the heart of the novel lies Toussaint Louverture, a self-educated, second-generation African slave.

  • Sales Rank: #1864879 in Books
  • Published on: 1996-01-25
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.66" h x 1.77" w x 5.67" l,
  • Binding: Hardcover
  • 544 pages

Amazon.com Review
In his breathtaking and powerful novel that garnered nominations for both the National Book Award and the PEN/Faulkner Award, Madison Smartt Bell leaves the dark contemporary world he has so brilliantly made his own in nine previously acclaimed novels and short story collections, such as Save Me, Joe Louis. Now he turns to the past and brings viscerally to life the slave rebellion that would bring an end to the white rule of Haiti in the late eighteenth century. The result is an explosive, epic historical novel of astonishing depth and range, catapulting Bell into the ranks of the finest living authors.

From Publishers Weekly
In an astonishing novel of epic scope, Bell (Save Me, Joe Louis) follows the lives of a handful of characters from radically different social strata during the period of Haiti's struggle for independence. Nothing about that period was simple. In 1791, when the Caribbean island that native Amerindians called "Hayti" was divided between a Spanish colony in the east and the French colony of Saint Domingue, a slave revolt broke out in the French territory that claimed 12,000 lives in its first months. But the fighting wasn't only between black slaves and white owners; the colony had a Byzantine social structure that recognized 64 different "shades" of mulatto; of the half-million blacks in Saint Domingue, some 30,000 were free mulattos whose political interests often ran contrary to those of the slaves. The country's 40,000 whites were themselves divided over the outcome of the recent revolution in France. During the next 12 years, to increase their power bases, four racial/political groups?white royalists, white republicans, free mulattos and black slaves?formed and dissolved a string of unlikely alliances at a dizzying clip. Bell's principals here include a runaway slave looking for real freedom, the disturbed mistress of a razed sugar plantation and a royalist soldier in the embattled Cap Francais guard. Central to the narrative are Toussaint L'Ouverture, the enigmatic 51-year-old leader of the revolt, and Doctor Antoine Hebert, a Frenchman who shows up in Haiti just before the revolt breaks out. Hebert, who spends time as Toussaint's prisoner, falls for a freed mulatto. Warned by a young married Frenchwomen that "Who marries a black woman becomes black," the physician is appalled, yet heeds the very words he dismisses. Toussaint, too, bears the mark of contradiction. He appears to be a simple, devout man, but he has "learned a way to make his words march in more than one direction." A handful of chapters are set in 1802, when Toussaint is taken across the Atlantic as a prisoner. By omitting the middle of the revolutionary's story (during which he takes over Haiti, names himself governor-general and refuses to declare it independent), Bell astutely indicates that Toussaint, who saw himself as a noble warrior, was in fact motivated by a bizarre and self-defeating concept. By alluding to the end of the revolution only in a beautiful and haunting epilogue, moreover, Bell avoids the sense of victory that mars so many novels about revolution. Here at least, after more than 500 wrenching pages of rapes and massacres and fetuses impaled on pikes, there can be no question of a winner of the battle for Haitian liberation. Surviving it was feat enough. In Bell's hands, the chaos, marked by unspeakable acts of violence, that surrounds these characters somehow elucidates the nobility of even the most craven among them.
Copyright 1995 Reed Business Information, Inc.

From Library Journal
As has been the case throughout much of its history, Haiti in the 1790s was racked by violence?the result of an intricate and sometimes brutal system of racial and social classification exacerbated by the upheavals of the French Revolution. Thus, Haiti provides an ideal setting for Bell (Save Me Joe Louis, LJ 5/1/93) to explore his interest in the motivations that all too often propel us to give vent to our baser instincts. The story centers on the bloody beginnings of the rebellion from which Toussaint L'Ouverture, a seemingly docile slave, eventually emerged as the self-proclaimed governor general of the island. Bell has crafted a somewhat complex and violent tale?it opens with a woman being crucified for killing her baby so he would not have to live the life of a slave. Not for the faint-hearted, this work offers a fascinating glimpse into a little-known episode of hemispheric history. One can be glad for the chronology and the glossary Bell includes. Most appropriate for public libraries and academic libraries where Bell's work is popular.
-?David W. Henderson, Eckerd Coll. Lib., St. Petersburg, Fla.
Copyright 1995 Reed Business Information, Inc.

Most helpful customer reviews

6 of 6 people found the following review helpful.
I stopped reading because I don't know French.
By John Rueter
This book was recommended to me by a very reliable source. The problem is that there are key concepts that are introduced in colloquial French with no explanation in English. Since I don't speak French I missed these points. Even my Kindle French dictionary was no help.

What I was able to read was fascinating and engaging.

1 of 1 people found the following review helpful.
Humanity under pressure
By Kindle Customer
Beautiful writing about an operatic subject. Masterful humanization of inhuman circumstances whose consequences are still felt. I bought this for a short trip to Haiti, and it has reinforced my love and interest for the place, and provided many insights (such as the side note about the differences between Haiti and the DR). A pleasure to read something so thoroughly researched--I especially valued the author's impartial inclusion of vodun, as well as the position of the mulatres. Choufleurs vs the doctor--I'm starting Crossroads today.

1 of 1 people found the following review helpful.
If you like historical fiction about a little known part of history I recommend this book
By Avid Reader
Unable to find a good history of the slave rebellion in Haiti I turned to this book (historical fiction). Was an enjoyable read and I did learn quite a bit about the history of the rebellion (as much from the synopsis in the back as in the story) but will not buy the next two in the series.

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[L244.Ebook] Ebook Free Postoperative Epidural Opioids, by Joachim Chrubasik, Sigrun Chrubasik, Laurence Mather

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Postoperative Epidural Opioids, by Joachim Chrubasik, Sigrun Chrubasik, Laurence Mather

Epidural opioids are widely used in the management of post- operative pain. On the basis of an extensive review of the literature the authors here present their own interpretation of current knowledge of how the distribution and effectiveness of epidurally administered opiods are fundamentally determined. They conclude that all opioids that are currently being used to treat postoperative epidural pain carry the potential risk of severe side effects if the dose regimens are not tailored to the patient`s individual analgesic need. This book will serve to stimulate new ideas among pain specialistst.

  • Sales Rank: #16887516 in Books
  • Published on: 1993-01-01
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.25" h x .31" w x 6.10" l, .44 pounds
  • Binding: Paperback
  • 119 pages

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Sabtu, 24 Mei 2014

[R743.Ebook] PDF Ebook Doing Ethnography Today: Theories, Methods, Exercises, by Elizabeth Campbell, Luke Eric Lassiter

PDF Ebook Doing Ethnography Today: Theories, Methods, Exercises, by Elizabeth Campbell, Luke Eric Lassiter

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Doing Ethnography Today: Theories, Methods, Exercises, by Elizabeth Campbell, Luke Eric Lassiter

Doing Ethnography Today: Theories, Methods, Exercises, by Elizabeth Campbell, Luke Eric Lassiter



Doing Ethnography Today: Theories, Methods, Exercises, by Elizabeth Campbell, Luke Eric Lassiter

PDF Ebook Doing Ethnography Today: Theories, Methods, Exercises, by Elizabeth Campbell, Luke Eric Lassiter

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Doing Ethnography Today: Theories, Methods, Exercises, by Elizabeth Campbell, Luke Eric Lassiter

Doing Ethnography Today explores the methodologies and theories behind contemporary, collaborative ethnography and provides an opportunity to cultivate experience with included exercises.
•�Presents ethnography as creative and artful rather than analytical or technical
•�Emphasises the collaborative nature of ethnography
•�Structured exercises cultivate practical experience
•�Includes a discussion on indexing and interpreting project materials
•�Provides guidance on interview questions and selecting appropriate field equipment

  • Sales Rank: #457624 in Books
  • Published on: 2014-08-25
  • Format: Import
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.10" h x .30" w x 6.10" l, .0 pounds
  • Binding: Paperback
  • 160 pages

Review

“This wonderfully written text by two respected�scholars fills a much needed space for doing field studies in contemporary times.� The authors draw on their own experience in conducting collaborative ethnographies to provide theoretical and methodological guidance for both seasoned and neophyte researchers.” – Elizabeth Chiseri-Strater, University of North Carolina, Greensboro

“Changing purpose and collaborative practice are reshaping the ways in which ethnographers 'do' ethnography;�this�fine book�shows not only how but also why ethnographic research is evolving.” – Graham Crow, University of Edinburgh

“Doing Ethnography Today is a book that practitioners, students, and teachers have been hoping to find for a long time. It represents a paradigm shift in understanding how ethnographies are created, and synthesizes the best practices of collaborative ethnography. Using it will give you a roadmap to create rigorous, ethical, and artful projects that can have important lives in the world.” – Rachel Breunlin, Neighborhood� Story Project

From the Back Cover

Ethnography begins and ends with people. Combining both theory and practice, Doing Ethnography Today emphasizes the ways that collaboration provides the foundation on which contemporary ethnography is built and sustained. An unconventional guide to doing ethnography, this book shows that ethnography is personal as well as collaborative, creative and artful rather than analytical or technical, and, oriented towards dynamic and complex ideas of culture and society, has within it the possibility for social change.�

In-depth discussions of critical issues around contemporary practice are combined with exercises, which provide the opportunity to cultivate experience in ethnographic fieldwork, reading, and writing that explore collaborative possibilities for doing ethnography today. Coverage includes guidance on interview questions and selecting appropriate field equipment, while lists of suggested readings and websites offer additional resources on key subjects.

About the Author

Elizabeth Campbell is Assistant Professor of Curriculum and Instruction at Marshall University’s College of Education and Professional Development, USA.�Before moving to academe, she worked in community development as a folklorist, writer, and museum curator.

Luke Eric Lassiter is Professor of Humanities and Anthropology and Director of Marshall University’s Graduate Humanities Program, USA. His books include The Chicago Guide to Collaborative Ethnography (2005) and Invitation to Anthropology (4th edition, 2014). In 2007, he founded the journal Collaborative Anthropologies and served as its editor or co-editor until 2013.

Most helpful customer reviews

1 of 1 people found the following review helpful.
Five Stars
By John Fredericks
good tutorial for the ethnographic process

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Senin, 05 Mei 2014

[U988.Ebook] Get Free Ebook Options, Futures, and Other Derivatives (4th Edition), by John C. Hull

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Options, Futures, and Other Derivatives (4th Edition), by John C. Hull

Options, Futures, and Other Derivatives (4th Edition), by John C. Hull



Options, Futures, and Other Derivatives (4th Edition), by John C. Hull

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Options, Futures, and Other Derivatives (4th Edition), by John C. Hull

For undergraduate and graduate courses in Options and Futures, Financial Engineering and Risk Management, typically found in business, finance, economics and mathematics departments. Also suitable for practitioners who want to acquire a working knowledge of how derivatives can be analyzed.This best seller represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives--not just futures and options. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed.

  • Sales Rank: #409613 in Books
  • Published on: 2000-01-15
  • Original language: English
  • Number of items: 1
  • Dimensions: 1.31" h x 6.20" w x 9.24" l,
  • Binding: Hardcover
  • 720 pages

From the Inside Flap
Preface

This book is appropriate for graduate and advanced undergraduate elective courses in business, economics, and financial engineering. It is also suitable for practitioners who want to acquire a working knowledge of how derivatives can be analyzed.

One of the key decisions that must be made by an author who is writing in the area of derivatives concerns the use of mathematics. If the level of mathematical sophistication is too high, the material is likely to be inaccessible to many students and practitioners. If it is too low, some important issues will inevitably be treated in a rather superficial way. In this book, great care has been taken in the use of mathematics. Nonessential mathematical material has been either eliminated or included in end-of-chapter appendices. Concepts that are likely to be new to many readers have been explained carefully, and many numerical examples have been included.

This book provides a unifying approach to the valuation of all derivatives - not just futures and options. The book assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed. It is not therefore necessary for students to take an elective course in investments prior to taking a course based on this book. Changes in This Edition

This edition contains more material than the third edition. The material in the third edition has been updated and its presentation has been improved in a number of places. The major changes include:

1. A new chapter (chapter 14) has been included on value at risk.
2. A new chapter (chapter 15) has been included on estimating volatilities and correlations. GARCH models are covered in much more detail than in the third edition.
3. Chapter 19 contains much new material and explains the role played by martingales and measures in the valuation of derivatives.
4. Chapter 20 on the standard market models for valuing interest rate derivatives has been revised. It now uses the material in chapter 19 to provide a more complete discussion of the models for valuing bond options, caps, and swap options.
5. There are now two chapters on equilibrium and no-arbitrage models of the term structure (chapters 21 and 22). Chapter 21 covers equilibrium models and one-factor no-arbitrage models of the short rate. Chapter 22 covers two-factor models of the short rate, the HIM model, and the LIBOR market (BGM) model.
6. Chapter 4 on Interest Rates and Duration has been rewritten to make the material clearer and more relevant.
7. Chapter 23 on Credit Risk has been rewritten to reflect developments in this important area.
8. More material has been added on volatility smiles and volatility skews (chapter 17).
9. The sequencing of the material has been changed slightly. Volatility smiles and alternatives to Black-Scholes now appear before the chapter on exotic options, which in turn appears before the material on interest rate derivatives.
10. The notation has been improved and simplified. So and Fo are used to denote the asset price and the forward price today (that is, at time zero) and the cumbersome "T - t" no longer appears in most parts of the book.
11. A glossary of terms has been included.
12. Many new problems and questions have been added. Software

New Excel-based software, DerivaGem, is included with the book. This software is a big improvement over the software included with previous editions. It has been carefully designed to complement the material in the text. Users can calculate options prices, imply volatilities, and calculate Greek letters for European options, American options, exotic options, and interest rate derivatives. Interest rate derivatives can be valued either using Black's model or a no-arbitrage model. The software can be used to display binomial trees (see for example Figure 16.3 and Figure 21.11) and provide many different charts showing the impact of different variables on either option prices or the Greek letters.

The software is described more fully at the end of the book. Updates to the software can be downloaded from my Web site (mgmt.utoronto.ca/-hull). Slides

Several hundred PowerPoint slides can be downloaded from my Web site. The slides now use only standard fonts. Instructors can adapt the slides to meet their own needs. Answers to Questions

Solutions to the end-of-chapter problems in the first three editions were available only in the Instructor's Manual. Over the years many people have asked me to make the solutions more generally available. I have hesitated to do this because it would prevent instructors from using the problems as assignment questions.

In this edition I have dealt with this issue by dividing the end-of-chapter problems into two groups: "Questions and Problems" and "Assignment Questions". There are over 450 Questions and Problems and solutions to these are in a book Options, Futures, & Other Derivatives: Solutions Manual, which is published by Prentice Hall. There are about 80 Assignment Questions. Solutions to these are available only in the Instructor's Manual.

From the Back Cover
One of the exciting developments in finance over the last 20 years has been the growth of derivatives markets. In many situations, both hedgers and speculators find it more attractive to trade a derivative on an asset than to trade the asset itself. Some derivatives are traded on exchanges. Others are traded by financial institutions, fund managers, and corporations in the over-the-counter market, or added to new issues of debt and equity securities. Much of this book is concerned with the valuation of derivatives. The aim is to present a unifying framework within all derivatives-not just options or futures-can be valued.

Excerpt. © Reprinted by permission. All rights reserved.
Preface

This book is appropriate for graduate and advanced undergraduate elective courses in business, economics, and financial engineering. It is also suitable for practitioners who want to acquire a working knowledge of how derivatives can be analyzed.

One of the key decisions that must be made by an author who is writing in the area of derivatives concerns the use of mathematics. If the level of mathematical sophistication is too high, the material is likely to be inaccessible to many students and practitioners. If it is too low, some important issues will inevitably be treated in a rather superficial way. In this book, great care has been taken in the use of mathematics. Nonessential mathematical material has been either eliminated or included in end-of-chapter appendices. Concepts that are likely to be new to many readers have been explained carefully, and many numerical examples have been included.

This book provides a unifying approach to the valuation of all derivatives - not just futures and options. The book assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed. It is not therefore necessary for students to take an elective course in investments prior to taking a course based on this book.

Changes in This Edition

This edition contains more material than the third edition. The material in the third edition has been updated and its presentation has been improved in a number of places. The major changes include:

1. A new chapter (chapter 14) has been included on value at risk.
2. A new chapter (chapter 15) has been included on estimating volatilities and correlations. GARCH models are covered in much more detail than in the third edition.
3. Chapter 19 contains much new material and explains the role played by martingales and measures in the valuation of derivatives.
4. Chapter 20 on the standard market models for valuing interest rate derivatives has been revised. It now uses the material in chapter 19 to provide a more complete discussion of the models for valuing bond options, caps, and swap options.
5. There are now two chapters on equilibrium and no-arbitrage models of the term structure (chapters 21 and 22). Chapter 21 covers equilibrium models and one-factor no-arbitrage models of the short rate. Chapter 22 covers two-factor models of the short rate, the HIM model, and the LIBOR market (BGM) model.
6. Chapter 4 on Interest Rates and Duration has been rewritten to make the material clearer and more relevant.
7. Chapter 23 on Credit Risk has been rewritten to reflect developments in this important area.
8. More material has been added on volatility smiles and volatility skews (chapter 17).
9. The sequencing of the material has been changed slightly. Volatility smiles and alternatives to Black-Scholes now appear before the chapter on exotic options, which in turn appears before the material on interest rate derivatives.
10. The notation has been improved and simplified. So and Fo are used to denote the asset price and the forward price today (that is, at time zero) and the cumbersome "T - t" no longer appears in most parts of the book.
11. A glossary of terms has been included.
12. Many new problems and questions have been added.

Software

New Excel-based software, DerivaGem, is included with the book. This software is a big improvement over the software included with previous editions. It has been carefully designed to complement the material in the text. Users can calculate options prices, imply volatilities, and calculate Greek letters for European options, American options, exotic options, and interest rate derivatives. Interest rate derivatives can be valued either using Black's model or a no-arbitrage model. The software can be used to display binomial trees (see for example Figure 16.3 and Figure 21.11) and provide many different charts showing the impact of different variables on either option prices or the Greek letters.

The software is described more fully at the end of the book. Updates to the software can be downloaded from my Web site (http://www.mgmt.utoronto.ca/-hull).

Slides

Several hundred PowerPoint slides can be downloaded from my Web site. The slides now use only standard fonts. Instructors can adapt the slides to meet their own needs.

Answers to Questions

Solutions to the end-of-chapter problems in the first three editions were available only in the Instructor's Manual. Over the years many people have asked me to make the solutions more generally available. I have hesitated to do this because it would prevent instructors from using the problems as assignment questions.

In this edition I have dealt with this issue by dividing the end-of-chapter problems into two groups: "Questions and Problems" and "Assignment Questions". There are over 450 Questions and Problems and solutions to these are in a book Options, Futures, & Other Derivatives: Solutions Manual, which is published by Prentice Hall. There are about 80 Assignment Questions. Solutions to these are available only in the Instructor's Manual.

Most helpful customer reviews

5 of 5 people found the following review helpful.
classical book
By F. N. Tavares
I was planning to buy this book for a few years.
This is a classical book on Derivatives. A must have for anyone that is interested in learning how derivatives work and how to price them.
It provides good reasoning and intuitive ideas on risk-neutral pricing. I tried learning that from other books before but the main ideas are so well explained here that now I can understand what those other books say (concepts like market price of risk and the equivalent martingale result for change of numeraire). Interest rate derivatives are well introduced here and the new chapter on more numerical procedures extends the results from previous chapters to dynamics with stochastic volatility and so on.
So, this is a must have and basic reading book for any quant analyst.

1 of 1 people found the following review helpful.
Five Stars
By Amazon Customer
the best.

6 of 7 people found the following review helpful.
Great intro
By wiredweird
I started not knowing a "put" from a "call," but I needed to know a fair bit about how financial engineers (coming from a family of PEs, I'm still not used to that term) use math. This has been the introduction I wanted - not the advanced stuff, but enough to help me understand that material.

Methodical pacing leads the reader gradually through the basics, from just what a derivative is on through the brief story of how futures markets work - in short, they abstract buying and selling into buying and selling the right to buy and sell. I tend towards the concrete, so many of these transactions seemed a bit airy to me. Oh, I can follow the reasoning well enough, but I just never saw where the satisfaction of the thing solid and completed comes in. As it turns out, it doesn't. Once you've really got that in the pit of your stomach, then Hull's presentation follows smoothly.

He gradually derives models of increasing complexity. Diligent reader with a little calculus or a lot of trust will follow along easily. Later chapters draw on more advanced concepts in probabilistic modeling, but present the reader with only the aspects needed for the discussion at hand - a mercy, considering the size of the specialized vocabulary involved in the rest of the explanation.

This book ends when the foundation has been built. More advanced needs must be met with other sources - not a problem with this text, just a matter of its chosen scope. I needed that foundation, however, so I recommend this book to anyone with reasonaable math skills and a need to know the material.

-- wiredweird, reviewing the 6th edition

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