Ebook Option, Futures, and Other Derivatives 10e by Hull


Option, Futures, and Other Derivatives
10th Edition
Author(s) : John C. Hull
Copyright © 2018
Publisher : Pe*rson Educ*tion / Pr*ntice Hall
PDF 12.12 MB

Table of contents
1 Introduction1
2 Futures markets and central counterparties 24
3 Hedging strategies using futures  49
4 Interest rates  77
5 Determination of forward and futures prices 107
6 Interest rate futures  135
7 Swaps  155
8 Securitization and the credit crisis of 2007  184
9 XVAs 199
10 Mechanics of options markets  209
11 Properties of stock options  231
12 Trading strategies involving options  252
13 Binomial trees  272
14 Wiener processes and Itoˆ ’s lemma  300
15 The Black–Scholes–Merton model 319
16 Employee stock options  352
17 Options on stock indices and currencies  365
18 Futures options and Black’s model 381
19 The Greek letters  397
20 Volatility smiles  430
21 Basic numerical procedures  449
22 Value at risk and expected shortfall  493
23 Estimating volatilities and correlations  520
24 Credit risk  543
25 Credit derivatives  569
26 Exotic options  596
27 More on models and numerical procedures 622
28 Martingales and measures  652
29 Interest rate derivatives: The standard market models 670
30 Convexity, timing, and quanto adjustments 689
31 Equilibrium models of the short rate  702
32 No-arbitrage models of the short rate  715
33 HJM, LMM, and multiple zero curves 738
34 Swaps Revisited  757
35 Energy and commodity derivatives  772
36 Real options  789
37 Derivatives mishaps and what we can learn from them 803

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