Options, Futures, and Other Derivatives, 10th Edition

Options, Futures, and Other Derivatives, 10th Edition
Author: John C. Hull
Pages: 896 pages
Edition: 10
Language: English
Publisher: Pearson
Publication Date: 2017-01-30
ISBN-10: 013447208X
ISBN-13: 9780134472089
Book Description
For courses in business, economics, and financial engineering and mathematics.

The definitive guide to derivatives markets, 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 derivatives markets. By incorporating the industry’s 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.

Table of Contents
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 Ito’s lemma
Chapter 15. The Black–Scholes–Merton model
Chapter 16. Employee stock options
Chapter 17. Optionson stock indices and currencies
Chapter 18. Futures options and Black’s model
Chapter 19. The Greek letters
Chapter 20. Volatility smiles
Chapter 21. Basic numerical procedures
Chapter 22. Valueat risk and expected shortfall
Chapter 23. Estimating volatilities and correlations
Chapter 24. Credit risk
Chapter 25. Credit derivatives
Chapter 26. Exotic options
Chapter 27. Moreon 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