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Options, Futures, and Other Derivatives, Global Edition
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£45.04

OPTIONS, FUTURES, AND OTHER DERIVATIVES, GLOBAL EDITION

MIXED MEDIA PRODUCT by Hull, John C.

£45.04

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. Introduction 2. Mechanics of Futures Markets 3. Hedging Strategies Using Futures 4. Interest Rates 5. Determination of Forward and Futures Prices 6. Interest Rate Futures 7. Swaps 8. Securitization and the Credit Crisis of 2007 9. OIS Discounting, Credit Issues, and Funding Costs 10. Mechanics of Options Markets 11. Properties of Stock Options 12. Trading Strategies Involving Options 13. Binomial Trees 14. Wiener Processes and Ito's Lemma 15. The Black-Scholes-Merton Model 16. Employee Stock Options 17. Options on Stock Indices and Currencies 18. Options on Futures 19. Greek Letters 20. Volatility Smiles 21. Basic Numerical Procedures 22. Value at Risk 23. Estimating Volatilities and Correlations for Risk Management 24. Credit Risk 25. Credit Derivatives 26. Exotic Options 27. More on Models and Numerical Procedures 28. Martingales and Measures 29. Interest Rate Derivatives: The Standard Market Models 30. Convexity, Timing and Quanto Adjustments 31. Interest Rate Derivatives: Models of the Short Rate 32. HJM, LMM, and Multiple Zero Curves 33. Swaps Revisited 34. Energy and Commodity Derivatives 35. Real Options 36. Derivatives Mishaps and What We Can Learn from Them Glossary of Terms DerivaGem Software Major Exchanges Trading Futures and Options Table for N(x) when x 0 Table for N(x) when x 0 Author index Subject index