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ABOUT THIS BOOK
Options, Futures, and Other Derivatives, Global Edition
£52.99

OPTIONS, FUTURES, AND OTHER DERIVATIVES, GLOBAL EDITION

MIXED MEDIA PRODUCT BY HULL, JOHN C.

£52.99

ISBN
9781292212890
IMPRINT
PEARSON EDUCATION LIMITED
 
 
EDITION
9TH EDITION
PUBLISHER
PEARSON EDUCATION LIMITED
STOCK FOR DELIVERY
IN STOCK
FORMAT
MIXED MEDIA PRODUCT
PAGES
896 pages
PUBLICATION DATE
25 JUN 2017

DESCRIPTION

For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets Practitioners refer to it as the bible; in the university and college marketplace it's the best seller; and now it's been revised and updated to cover the industry's hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today's derivatives markets. This program provides a better teaching and learning experience-for you and your students. Here's how:* NEW! Available with DerivaGem 3.00 software-including two Excel applications, the Options Calculator and the Applications Builder* Bridges the gap between theory and practice-a best-selling college text, and considered the bible by practitioners, it provides the latest information in the industry* Provides the right balance of mathematical sophistication-careful attention to mathematics and notation* Offers outstanding ancillaries toround out the high quality of the teaching and learning package

CONTENTS

1. Introduction2. Mechanics of Futures Markets3. Hedging Strategies Using Futures4. Interest Rates5. Determination of Forward and Futures Prices6. Interest Rate Futures7. Swaps8. Securitization and the Credit Crisis of 20079. OIS Discounting, Credit Issues, and Funding Costs10. Mechanics of Options Markets11. Properties of Stock Options12. Trading Strategies Involving Options13. Binomial Trees14. Wiener Processes and Ito's Lemma15. The Black-Scholes-Merton Model16. Employee Stock Options17. Options on Stock Indices and Currencies18. Options on Futures19. Greek Letters20. Volatility Smiles21. Basic Numerical Procedures22. Value at Risk23. Estimating Volatilities and Correlations for Risk Management24. Credit Risk25. Credit Derivatives26. Exotic Options27. More on Models and Numerical Procedures28. Martingales and Measures29. Interest Rate Derivatives: The Standard Market Models30. Convexity, Timing and Quanto Adjustments31. Interest Rate Derivatives: Models of the Short Rate32. HJM, LMM, and Multiple Zero Curves33. Swaps Revisited34. Energy and Commodity Derivatives35. Real Options36. Derivatives Mishaps and What We Can Learn from ThemGlossary of TermsDerivaGem SoftwareMajor Exchanges Trading Futures and OptionsTable for N(x) when x 0Table for N(x) when x 0Author indexSubject index