Book recommendation question

[Amaan]

Hello,

I am a Statistics PhD student choosing between the following two books:

1- Investment Science by David Lenberger
2- Options, Futures, and Other Derivatives by John Hull

I want to get myself familiar with finance as well as explore a bit of math used there.

I appreciate your advices,
Thanks

 

[Uncle Max]

Haven't heard anything about first one. Second is classics, but more like encyclopedia, you won't find a lot of math there.

Take a look also at Salih Neftci's book:
Amazon.com: An Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance) (9780125153928): Salih N. Neftci: Books

 

[senoz]

I have the first book. It is a good book with quite a number of examples. It has sections on portfolio theory etc. If you are new to this area it will give you a good basis.