Options, Futures, and Other Derivatives
8th Edition
Published on 26. April 2011
Book
Hardback
864 pages
978-0-13-216494-8 (ISBN)
Description
Bridge the gap between theory and practice.
Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics.
The eighth edition has been updated and improved-featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued.
This is just the book, if you want the book/cd you need to order;
0132777428 9780132777421 Options, Futures, and Other Derivatives and DerivaGem CD Package, 8/e Kit/Package/ShrinkWrap;
Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics.
The eighth edition has been updated and improved-featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued.
This is just the book, if you want the book/cd you need to order;
0132777428 9780132777421 Options, Futures, and Other Derivatives and DerivaGem CD Package, 8/e Kit/Package/ShrinkWrap;
More details
Edition
8th edition
Language
English
Place of publication
United States
Publishing group
Pearson Education (US)
Target group
College/higher education
Dimensions
Height: 254 mm
Width: 203 mm
Weight
1570 gr
ISBN-13
978-0-13-216494-8 (9780132164948)
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 C. Hull
Options, Futures, and Other Derivatives
Book
04/2014
9th Edition
Pearson
€241.40
Article exhausted; check for reprint
Previous edition
Book
07/2008
7th Edition
Pearson
€140.25
Article exhausted; check for reprint
Content
Chapter 1. Introduction
Chapter 2. Mechanics of Futures Markets
Chapter 3. Hedging Strategies Using Futures
Chapter 4. Interest Rates
Chapter 5. Determination of Forward and Futures Prices
Chapter 6. Interest Rate Futures
Chapter 7. Swaps
Chapter 8. Securitization and the Credit Crisis of 2007
Chapter 9. Mechanics of Options Markets
Chapter 10. Properties of Stock Options
Chapter 11. Trading Strategies Involving Options
Chapter 12. Binomial Trees
Chapter 13. Wiener Processes and Ito's Lemma
Chapter 14. The Black-Scholes-Merton Model
Chapter 15. Employee Stock Options
Chapter 16. Options on Stock Indices and Currencies
Chapter 17. Options on Futures
Chapter 18. Greek Letters
Chapter 19. Volatility Smiles
Chapter 20. Basic Numerical Procedures
Chapter 21. Value at Risk
Chapter 22. Estimating Volatilities and Correlations
Chapter 23. Credit Risk
Chapter 24. Credit Derivatives
Chapter 25. Exotic Options
Chapter 26. More on Models and Numerical Procedures
Chapter 27. Martingales and Measures
Chapter 28. Interest Rate Derivatives: The Standard Market Models
Chapter 29. Convexity, Timing, and Quanto Adjustments
Chapter 30. Interest Rate Derivatives: Models of the Short Rate
Chapter 31. Interest Rate Derivatives: HJM and LMM
Chapter 32. Swaps Revisited
Chapter 33. Energy and Commodity Derivatives
Chapter 34. Real Options
Chapter 35. Derivatives Mishaps and What We Can Learn from Them
Chapter 2. Mechanics of Futures Markets
Chapter 3. Hedging Strategies Using Futures
Chapter 4. Interest Rates
Chapter 5. Determination of Forward and Futures Prices
Chapter 6. Interest Rate Futures
Chapter 7. Swaps
Chapter 8. Securitization and the Credit Crisis of 2007
Chapter 9. Mechanics of Options Markets
Chapter 10. Properties of Stock Options
Chapter 11. Trading Strategies Involving Options
Chapter 12. Binomial Trees
Chapter 13. Wiener Processes and Ito's Lemma
Chapter 14. The Black-Scholes-Merton Model
Chapter 15. Employee Stock Options
Chapter 16. Options on Stock Indices and Currencies
Chapter 17. Options on Futures
Chapter 18. Greek Letters
Chapter 19. Volatility Smiles
Chapter 20. Basic Numerical Procedures
Chapter 21. Value at Risk
Chapter 22. Estimating Volatilities and Correlations
Chapter 23. Credit Risk
Chapter 24. Credit Derivatives
Chapter 25. Exotic Options
Chapter 26. More on Models and Numerical Procedures
Chapter 27. Martingales and Measures
Chapter 28. Interest Rate Derivatives: The Standard Market Models
Chapter 29. Convexity, Timing, and Quanto Adjustments
Chapter 30. Interest Rate Derivatives: Models of the Short Rate
Chapter 31. Interest Rate Derivatives: HJM and LMM
Chapter 32. Swaps Revisited
Chapter 33. Energy and Commodity Derivatives
Chapter 34. Real Options
Chapter 35. Derivatives Mishaps and What We Can Learn from Them