(Ebook) Options Futures and Other Derivatives Global Edition 9th Edition by John Hull ISBN 129224917X 978-1292249179

(Ebook) Options Futures and Other Derivatives Global Edition 9th Edition by John Hull ISBN 129224917X 978-1292249179

(Ebook) Options, Futures, and Other Derivatives, Global Edition 9th Edition by John C. Hull- Ebook PDF Instant Download/Delivery: 129224917X,  978-1292249179
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Product details: 

ISBN 10: 129224917X 

ISBN 13: 978-1292249179

Author: John C. Hull

Thistitle is a Pearson Global Edition. The Editorial team at Pearson has workedclosely with educators around the world to include content which is especiallyrelevant to students outside the United States.

For courses in business,economics, and financial engineering and mathematics.

The definitive guide toderivatives markets, updated with contemporary examples and discussions

Known as “the bible” to business and economicsinstructors and a consistent best-seller in the university and college marketplace, Options,Futures, and Other Derivatives gives students a modern look atderivatives markets. By incorporating the industry’s hottest topics, such asthe securitization and credit crisis, author John C. Hull helps bridge the gapbetween theory and practice. The 9th Edition covers all of thelatest regulations and trends, including the Black-Scholes-Merton formulas,overnight indexed swaps, and the valuation of commodity derivatives.

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Table of contents: 

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 Itô'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

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Tags: John Hull, Options, Futures, Other Derivatives