Options, Futures and Other Derviatives

ISBN-10: 0131499084

ISBN-13: 9780131499089

Edition: 6th 2006 (Revised)

Authors: John C. Hull

List price: $206.67
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How do you bring real world scenarios into your course? Or would you like to? Business Snapshots (about 60 in total, found in almost all chapters)-Carefully thought out and integrated into the main material in chapters.- Describe real world situations and interesting issues that are highlighted to illustrate points being made throughout the text.Completely revised chapters on credit risk and credit derivatives (Ch 20 and 21)-Reflects market developments.- Makes these chapters in this edition more straightforward and easier to teach.Opening six chapters have been replaced by seven chapters that cover forward, futures, and swaps in a more student-friendly way. - The main change here is that the chapter on interest rates has been split into two chapters, one devoted to the math involving interest rates, the other to interest rate futures contracts and how they are used in hedging, which will be easier for students to grasp.More discussion of how models can be implemented in Excel-Monte Carlo simulation in Chapter 17, GARCH models in Chapter 19, and the variance-gamma model in Chapter 24.- Includes examples in the book and Excel spreadsheets on Web site to illustrate applications.A series of Technical Notes-Available on the author's Web site to accompany the book.- Creates a streamlined and more student friendly presentation by including less purely technical material in the book.Separate chapter on Convexity, Timing, and Quanto adjustments.- Affords succinct and targeted coverage of these concepts for deeper coverage students need.New topics- For example, the size of derivatives markets is discussed in Chapter 1, Basel II is discussed in Chapter 20, and the variance-gamma model is covered in Chapter 24.More in-depth coverage- For example, convexity adjustments to Eurodollar futures in Chapter 5, copula models in Chapters 20 and 21, and executive stock options in Chapters 8 and 13.
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Book details

List price: $206.67
Edition: 6th
Copyright year: 2006
Publisher: Prentice Hall PTR
Binding: Hardcover
Pages: 816
Size: 8.50" wide x 10.25" long x 1.50" tall
Weight: 3.740

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.

Mechanics of Futures Markets
Hedging Strategies Using Futures
Interest Rates
Determination of Forward and Futures Prices
Interest Rate Futures
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
Options on Stock Indices, Currencies, and Futures
Greek Letters
Volatility Smiles
Basic Numerical Procedures
Value at Risk
Estimating Volatilities and Correlations for Risk Management
Credit Risk
Credit Derivatives
Exotic Options
Insurance, Weather, and Energy Derivatives
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
Real Options
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
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