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

£54.99

OPTIONS, FUTURES, AND OTHER DERIVATIVES, GLOBAL EDITION

PAPERBACK by Hull, John

£54.99

ISBN
9781292212890
IMPRINT
PEARSON EDUCATION LIMITED
EDITION
9TH EDITION
PUBLISHER
PEARSON EDUCATION LIMITED
FOR DELIVERY
ESTIMATED DELIVERY 22 - 22 APR 2021
FORMAT
PAPERBACK
PAGES
896 pages
PUBLICATION DATE
05 SEP 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 a new version of DerivaGem 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 to round out the high quality of the teaching and learning package

CONTENTS

List of Business Snapshots List of Technical Notes 1. Introduction 2. Futures markets and centralcounterparties 3. Hedging strategies usingfutures 4. Interest rates 5. Determination of forward andfutures prices 6. Interest rate futures 7. Swaps 8. Securitization and the creditcrisis of 2007 9. XVAs 10. Mechanics of options markets 11. Properties of stock options 12. Trading strategies involvingoptions 13. Binomial trees 14. Wiener processes and Ito'slemma 15. The Black-Scholes-Merton model 16. Employee stock options 17. Options on stock indices andcurrencies 18. Futures options and Black'smodel 19. The Greek letters 20. Volatility smiles 21. Basic numerical procedures 22. Value at risk and expectedshortfall 23. Estimating volatilities andcorrelations 24. Credit risk 25. Credit derivatives 26. Exotic options 27. More on models and numericalprocedures 28. Martingales and measures 29. Interest rate derivatives: Thestandard market models 30. Convexity, timing, and quantoadjustments 31. Equilibrium models of theshort rate 32. No-arbitrage models of theshort rate 33. HJM, LMM, and multiple zerocurves 34. Swaps Revisited 35. Energy and commodityderivatives 36. Real options 37. Derivatives mishaps and whatwe can learn from them Glossary of terms DerivaGem software Major exchanges trading futuresand options Tables for N (x) Author index Subject index