
Options, Futures, and Other Derivatives, Global Edition
John Hull(Author)
Pearson Education Limited (Publisher)
9th Edition
Published on 5. September 2017
Book
Paperback/Softback
896 pages
978-1-292-21289-0 (ISBN)
Shipment within 10-20 days
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 a new version of DerivaGem 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 to round out the high quality of the teaching and learning package
Available with a new version of DerivaGem 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 to round out the high quality of the teaching and learning package
More details
Edition
9th edition
Language
English
Place of publication
Harlow
United Kingdom
Target group
Professional and scholarly
Dimensions
Height: 325 mm
Width: 236 mm
Thickness: 61 mm
Weight
2020 gr
ISBN-13
978-1-292-21289-0 (9781292212890)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions

John Hull | John C. Hull
Options, Futures, and Other Derivatives, Global Edition
Book
06/2021
11th Edition
Pearson Education Limited
€90.49
Shipment within 10-20 days
Additional editions

E-Book
05/2021
9th Edition
Pearson Higher Education;Pearson
€53.49
Available for download
Content
List of Business Snapshots
List of Technical Notes
1. Introduction
2. Futures markets and centralcounterparties
3. Hedging strategies usingfutures
4. Interest rates
5. Determination of forward andfutures prices
6. Interest rate futures
7. Swaps
8. Securitization and the creditcrisis of 2007
9. XVAs
10. Mechanics of options markets
11. Properties of stock options
12. Trading strategies involvingoptions
13. Binomial trees
14. Wiener processes and Ito'slemma
15. The Black-Scholes-Merton model
16. Employee stock options
17. Options on stock indices andcurrencies
18. Futures options and Black'smodel
19. The Greek letters
20. Volatility smiles
21. Basic numerical procedures
22. Value at risk and expectedshortfall
23. Estimating volatilities andcorrelations
24. Credit risk
25. Credit derivatives
26. Exotic options
27. More on models and numericalprocedures
28. Martingales and measures
29. Interest rate derivatives: Thestandard market models
30. Convexity, timing, and quantoadjustments
31. Equilibrium models of theshort rate
32. No-arbitrage models of theshort rate
33. HJM, LMM, and multiple zerocurves
34. Swaps Revisited
35. Energy and commodityderivatives
36. Real options
37. Derivatives mishaps and whatwe can learn from them
Glossary of terms
DerivaGem software
Major exchanges trading futuresand options
Tables for N (x)
Author index
Subject index
List of Technical Notes
1. Introduction
2. Futures markets and centralcounterparties
3. Hedging strategies usingfutures
4. Interest rates
5. Determination of forward andfutures prices
6. Interest rate futures
7. Swaps
8. Securitization and the creditcrisis of 2007
9. XVAs
10. Mechanics of options markets
11. Properties of stock options
12. Trading strategies involvingoptions
13. Binomial trees
14. Wiener processes and Ito'slemma
15. The Black-Scholes-Merton model
16. Employee stock options
17. Options on stock indices andcurrencies
18. Futures options and Black'smodel
19. The Greek letters
20. Volatility smiles
21. Basic numerical procedures
22. Value at risk and expectedshortfall
23. Estimating volatilities andcorrelations
24. Credit risk
25. Credit derivatives
26. Exotic options
27. More on models and numericalprocedures
28. Martingales and measures
29. Interest rate derivatives: Thestandard market models
30. Convexity, timing, and quantoadjustments
31. Equilibrium models of theshort rate
32. No-arbitrage models of theshort rate
33. HJM, LMM, and multiple zerocurves
34. Swaps Revisited
35. Energy and commodityderivatives
36. Real options
37. Derivatives mishaps and whatwe can learn from them
Glossary of terms
DerivaGem software
Major exchanges trading futuresand options
Tables for N (x)
Author index
Subject index