Options, futures, and other derivatives
- John C. Hull, Maple Financial Group Professor of Derivatives and Risk Management, Joseph L. Rotman School of Management, University of Toronto.
- Tenth edition.
- New York, NY : Pearson, 
- Physical description
- xxiii, 868 pages ; 26 cm
At the library
Science Library (Li and Ma)
|HG6024 .A3 H85 2018||Unknown|
- Hull, John, 1946- author.
- Includes bibliographical references and indexes.
- List of Business Snapshots List of Technical Notes Preface
- 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 credit crisis of
- 9. XVAs
- 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. Futures options and Black's model
- 19. The Greek letters
- 20. Volatility smiles
- 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. HJM, LMM, and multiple zero curves
- 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 N (x) Author index Subject index.
- (source: Nielsen Book Data)
For courses in business, economics, and financial engineering and mathematics.The definitive guide to derivatives markets, updated with contemporary examples and discussionsKnown as "the bible" to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at derivatives markets. By incorporating the industry's hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.
(source: Nielsen Book Data)
- Publication date
- Revised edition of the author's Options, futures, and other derivatives, .
- 013447208X hardcover
- 9780134472089 hardcover
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