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Resources for Subject SP6 Financial Derivatives Principles

These books are optional or suggested additional reading for subject SP6 that may complement IFoA Core Reading and tuition provider material for this exam subject.

(Title links lead to book details on the IFoA Library catalogue. From here IFoA members, students and affiliates can 'Request' the book from the IFoA Library Service, subject to availability.)

  • Options, futures and other derivatives: global edition. 9th ed. Hull, J. C. Prentice Hall, 2017. ISBN: 9781292212890.
    (Borrow from libraries | Access eBook after member login to IFoA eLibrary via OpenAthens*)
    The 9th edition is also suggested reading for subject CM2, and core reading for SP6 and SA7 subjects of the IFoA exam curriculum from 2019.

    Other editions held by the IFoA Library:
    Options, futures and other derivatives11th edition, 2021.  ISBN 9781292410623 (Access eBook after member login to IFoA eLibrary via OpenAthens*)
    Options, futures and other derivatives9th USA edition, 2014.  ISBN 9780133456318 (Borrow from libraries |Access eBook after member login to IFoA eLibrary via OpenAthens*)

  • Financial calculus: an introduction to derivative pricing. Baxter, M.; Rennie, A. Cambridge University Press, 1996. ISBN: 978-0521552899
    (Borrow from libraries) | Access eBook after member login to IFoA eLibrary via Athens*  ('Cambridge Core' provides access to chapters)
  • Derivatives: practices and principles. Group of Thirty Global Derivatives Study Group. July 1993.
  • Enhancing financial stability and resilience: macroprudential policy, tools and systems for the future. Group of Thirty Macroprudential Working Group; Ferguson, R.W., Jr.  2010.

* IFoA members can login to OpenAthens here to search and access IFoA eLibrary resources via the Actuarial Knowledge Hub. Please contact Library Service to request an Athens account, available to IFoA members and Affiliates.

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    Frank Redington is recognised as one of the most influential actuaries of all time. In this talk, Craig will review some of Redington's most important ideas. He will identify the consistent actuarial principles that form a common thread across the contributions Redington made to a broad range of actuarial fields, and will highlight the ongoing relevance of Redington's thinking to 21st century actuarial practice.

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