In the past at my school the subject of "Mathematics of Derivative securities" has been taught out of two books.

"Quantitative Finance" by T. Wake Epps and "Options, Futures and Other Derivatives" by Hull, John C.

I have found great reviews on Hull's book but haven't found anything on Epps book. Anybody out there know anything?



I have heard good things about Epps but haven't read it. Hull is aimed at less technical people and can get a bit turgid.

I have my list of recommended books with discussion at


  • 1
    $\begingroup$ Whoah Mark Joshi! I've heard tons about you. Thanks for the response! Epps is actually a professor at my school. $\endgroup$
    – EhBabay
    Nov 3 '14 at 21:05

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