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Options Futures and Other Derivatives 11th GE John Hull 9781292410654

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TITLE : Options Futures and Other Derivatives John Hull

ISBN13 : 9781292410654

PUBLISHER : PEARSON (2021)

EDITION : 11TH GLOBAL EDITION PAPERBACK

PAGES : 880 PAGES

This title is a Pearson Global Edition. The Editorial team at Pearson has worked closely with educators around the world to include content which is especially relevant to students outside the United States. For courses in business, economics, and financial engineering and mathematics. The definitive guide to the derivatives market, updated with contemporary examples and discussions Known as the bible to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at the derivatives market. By incorporating the industry hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 11thEdition covers all the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.

Table of contents

List of Business Snapshots
List of Technical Notes

1. Introduction
2. Futures markets and central counterparties
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 financial crisis of 2007-8
9. XVAs
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. Futures options and Black's model
19. The Greek letters
20. Volatility smiles and Volatility Surfaces
21. Basic numerical procedures
22. Value at risk and expected shortfall
23. Estimating volatilities and correlations
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. Equilibrium models of the short rate
32. No-arbitrage models of the short rate
33. Modeling Forward Rates
34. Swaps Revisited
35. Energy and commodity derivatives
36. Real options
37. Derivatives mishaps and what we can learn from them

Glossary of terms
Deriva Gem software
Major exchanges trading futures and options
Tables for Nx