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Options, Futures, and Other Derivatives: Eleventh Edition [Global] John C. Hull – eBook PDF

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Options, Futures and Other Derivatives: Eleventh Edition [Global] – Ebook PDF

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Options, Futures, and Other Derivatives: Eleventh Edition [Global] – Ebook PDF Instant Delivery – ISBN(s): 9781292410654,9780136939979,1292410655,013693997X

Product details:

  • ISBN-10 ‏ : ‎ 1292410655
  • ISBN-13 ‏ : ‎ 978-1292410654
  • Author: John C. Hull 

For courses in business, economics, and financial engineering and mathematics.
The definitive guide to the derivatives market, updated with contemporary examples and discussions
Known as ‘the bible’ to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at the derivatives market. By incorporating the industry’s hottest topics, such as the securitisation and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 11th Edition covers all the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.

Table contents:

  1. Introduction
  2. Futures markets and central counterparties
  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 financial crisis of 2007-8
  9. XVAs
  10. Mechanics of options markets
  11. Properties of stock options
  12. Trading strategies involving options
  13. Binomial trees
  14. Wiener processes and Itô’s lemma
  15. The Black–Scholes–Merton model
  16. Employee stock options
  17. Options on stock indices and currencies
  18. Futures options and Black’s model
  19. The Greek letters
  20. Volatility smiles and Volatility Surfaces
  21. Basic numerical procedures
  22. Value at risk and expected shortfall
  23. Estimating volatilities and correlations
  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. Equilibrium models of the short rate
  32. No-arbitrage models of the short rate
  33. Modeling Forward Rates
  34. Swaps Revisited
  35. Energy and commodity derivatives
  36. Real options
  37. Derivatives mishaps and what we can learn from them

Glossary of terms

DerivaGem software

Major exchanges trading futures and options

Tables for Nx

Author Index

Subject Index

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