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John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto. He is an internationally recognized authority on derivatives and risk management with many publications in this area. His work has an applied focus. In 1999, he was voted Financial Engineer of the Year by the International Association of Financial Engineers. He has acted as consultant to many North American, Japanese, and European financial institutions. He has won many teaching awards, including University of Torontos prestigious Northrop Frye award. PEARSON INDIA; 10th edition (January 1, 2017) #81,193 in Books (See Top 100 in Books) #353 in Introduction to Investing 4.3 out of 5 stars 602Reviews The worlds #1 eTextbook reader for students.VitalSource is the leading provider of online textbooks and coursematerials. More than 15 million users have used our Bookshelfplatform over the past year to improve their learning experience andoutcomes. With anytime, anywhere access and built-in tools likehighlighters, flashcards, and study groups, its easy to see why somany students are going digital with Bookshelf.Over 2.7 milliontitles available from more than 1,000 publishersOver 65,000customer reviews with an average rating of 9.5Over 5 billiondigital pages viewed over the past 12 monthsOver 7,000institutions using Bookshelf across 241 countries International Edition © , Amazon.com, Inc. or its affiliates ISBN-13: 9780136939917Options, Futures, and Other DerivativesInstant accessAcademia.edu uses cookies to personalize content, tailor ads and improve the user experience.By using our site, you agree to our collection of information through the use of cookies.To learn more, view our Privacy Policy. © , Amazon.com, Inc. or its affiliates Get full access to Options, Futures, and Other Derivatives, 10th Edition and 60K+ other titles, with free 10-day trial of OReilly. Theres also live online events, interactive content, certification prep materials, and more. For courses in business, economics, and financial engineering and mathematics.The definitive guide to derivatives markets, updated with contemporary examples and discussionsKnown as the bible to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at derivatives markets. By incorporating the industrys hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives. Options, Futures, and Other Derivatives Options, Futures, and Other Derivatives Contents In Brief Contents BUSINESS SNAPSHOTS TECHNICAL NOTES Preface About the Author Chapter 1 Introduction Chapter 2 Futures Markets and Central Counterparties 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 XVAs Chapter 10 Mechanics of Options Markets Chapter 11 Properties of Stock Options Chapter 12 Trading Strategies Involving Options Chapter 13 Binomial Trees Chapter 14 Wiener Processes and Itôs Lemma Chapter 15 The Black–Scholes–Merton Model Chapter 16 Employee Stock Options Chapter 17 Options on Stock Indices and Currencies Chapter 18 Futures Options and Blacks Model Chapter 19 The Greek Letters Chapter 20 Volatility Smiles Chapter 21 Basic Numerical Procedures Chapter 22 Value at Risk and Expected Shortfall Chapter 23 Estimating Volatilities and Correlations Chapter 24 Credit Risk Chapter 25 Credit Derivatives Chapter 26 Exotic Options Chapter 27 More on Models and Numerical Procedures Chapter 28 Martingales and Measures Chapter 29 Interest Rate Derivatives: The Standard Market Models Chapter 30 Convexity, Timing, and Quanto Adjustments Chapter 31 Equilibrium Models of the Short Rate Chapter 32 No-Arbitrage Models of the Short Rate Chapter 33 HJM, LMM, and Multiple Zero Curves Chapter 34 Swaps Revisited Chapter 35 Energy and Commodity Derivatives Chapter 36 Real Options Chapter 37 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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