Options, Futures, and Other Derivatives

ISBN-10: 0132164949
ISBN-13: 9780132164948
Edition: 8th 2012 (Revised)
Authors: John C. Hull
List price: $311.20
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Description: For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is the top seller  More...

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Book details

List price: $311.20
Edition: 8th
Copyright year: 2012
Publisher: Prentice Hall PTR
Publication date: 1/26/2011
Binding: Hardcover
Pages: 864
Size: 8.25" wide x 10.25" long x 1.25" tall
Weight: 3.696
Language: English

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.

John C. Hull is the noted author of such texts as Introduction to Futures and Options, Markets and Options, Futures, and Other Derivatives. In these books, and others, he explains in readable form concepts related to the Futures market, investing, and business. Largely aimed at students, Hull's books serve as an excellent introduction to the field or a valuable refresher to those already in the corporate world. John C. Hull has been a professor of finance and director of the Centre for Finance Studies at the University of Toronto in Canada. He received degrees from Cranfield University, Cambridge University, and Lancaster.

Introduction
Mechanics of Futures Markets
Hedging Strategies Using Futures
Interest Rates
Determination of Forward and Futures Prices
Interest Rate Futures
Swaps
Securitization and the Credit Crisis of 2007
Mechanics of Options Markets
Properties of Stock Options
Trading Strategies Involving Options
Binomial Trees
Wiener Processes and Ito's Lemma
The Black-Scholes-Merton Model
Employee Stock Options
Options on Stock Indices and Currencies
Options on Futures
Greek Letters
Volatility Smiles
Basic Numerical Procedures
Value at Risk
Estimating Volatilities and Correlations
Credit Risk
Credit Derivatives
Exotic Options
More on Models and Numerical Procedures
Martingales and Measures
Interest Rate Derivatives: the Standard Market Models
Convexity, Timing, and Quanto Adjustments
Interest Rate Derivatives: Models of the Short Rate
Interest Rate Derivatives: HJM and LMM
Swaps Revisited
Energy and Commodit Derivatives
Real Options
Derivatives Mishaps and What We Can Learn from Them

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