
Options, Futures, and Other Derivatives
John C. Hull(Author)
Pearson (Publisher)
9th Edition
Published on 10. April 2014
Book
Hardback
896 pages
978-0-13-345631-8 (ISBN)
Article exhausted; check for reprint
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 toround out the high quality of the teaching and learning package
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 toround out the high quality of the teaching and learning package
More details
Edition
9th edition
Language
English
Place of publication
United States
Publishing group
Pearson Education (US)
Target group
College/higher education
Dimensions
Height: 261 mm
Width: 210 mm
Thickness: 33 mm
Weight
1672 gr
ISBN-13
978-0-13-345631-8 (9780133456318)
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

John Hull
Options, Futures, and Other Derivatives
Book
03/2017
10th Edition
Pearson
€311.77
Article exhausted; check different version
Additional editions

John C. Hull
Options, Futures, and Other Derivatives uPDF eBook
E-Book
11/2015
1st Edition
Pearson
€193.99
Available for download
Previous edition

John C. Hull
Options, Futures, and Other Derivatives
Book
04/2011
8th Edition
Pearson
€224.06
Article exhausted; check for reprint
Content
1. Introduction
2. Mechanics of Futures Markets
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 2007
9. OIS Discounting, Credit Issues, and Funding Costs
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. Options on Futures
19. Greek Letters
20. Volatility Smiles
21. Basic Numerical Procedures
22. Value at Risk
23. Estimating Volatilities and Correlations for Risk Management
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. Interest Rate Derivatives: Models of the Short Rate
32. HJM, LMM, and Multiple Zero Curves
33. Swaps Revisited
34. Energy and Commodity Derivatives
35. Real Options
36. 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
2. Mechanics of Futures Markets
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 2007
9. OIS Discounting, Credit Issues, and Funding Costs
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. Options on Futures
19. Greek Letters
20. Volatility Smiles
21. Basic Numerical Procedures
22. Value at Risk
23. Estimating Volatilities and Correlations for Risk Management
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. Interest Rate Derivatives: Models of the Short Rate
32. HJM, LMM, and Multiple Zero Curves
33. Swaps Revisited
34. Energy and Commodity Derivatives
35. Real Options
36. 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