Options Futures and Other Derivatives 5th Edition by John Hull – Ebook PDF Instant Download/Delivery: 9780130091444, 0130091448
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Product details:
ISBN 10: 0130091448
ISBN 13: 9780130091444
Author: John C. Hull
This fifth edition book bridges the gap between the theory and practice of derivatives. It provides a unifying approach to the valuation of all derivatives?not just futures and options. It assumes that the reader has some knowledge of finance and probability and statistics. Topics covered include Determination of Forward and Futures Prices, Interest Rate Markets, Mechanics of Options Markets, and Properties of Stock Options. For individuals who work for banks and other financial institutions, as well as options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.
Table of contents:
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. Mechanics of Options Markets.
9. Properties of Stock Options.
10. Trading Strategies Involving Options.
11. Binomial Trees.
12. Wiener Processes and Ito?s Lemma.
13. The Black-Scholes-Merton Model.
14. Options on Stock Indices, Currencies, and Futures.
15. Greek Letters.
16. Volatility Smiles.
17. Basic Numerical Procedures.
18. Value at Risk.
19. Estimating Volatilities and Correlations for Risk Management.
20. Credit Risk.
21. Credit Derivatives.
22. Exotic Options.
23. Insurance, Weather, and Energy Derivatives.
24. More on Models and Numerical Procedures.
25. Martingales and Measures.
26. Interest Rate Derivatives: The Standard Market Models.
27. Convexity, Timing, and Quanto Adjustments.
28. Interest Rate Derivatives: Models of the Short Rate.
29. Interest Rate Derivatives: HJM and LMM.
30. Swaps Revisited.
31. Real Options.
32. Derivatives Mishaps and What We Can Learn from Them.
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Tags: John Hull, Options, Futures, Derivatives