Options, Futures and Other Derivatives, Global Edition, 9th Edition eTextbook by John C. Hull

Complete eTextbook Content:

  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. Securitization and the Credit Crisis of 2007
  9. OIS Discounting, Credit Issues, and Funding Costs
  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. Options on Futures
  19. Greek Letters
  20. Volatility Smiles
  21. Basic Numerical Procedures
  22. Value at Risk
  23. Estimating Volatilities and Correlations for Risk Management
  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. Interest Rate Derivatives: Models of the Short Rate
  32. HJM, LMM, and Multiple Zero Curves
  33. Swaps Revisited
  34. Energy and Commodity Derivatives
  35. Real Options
  36. 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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Name: Options, Futures and Other Derivatives, Global Edition, 9th Edition
Author: John C. Hull
Edition: 9
ISBN-10: 1292212896
ISBN-13: 978-1292212890
Type: eTextbook

This is a eBook for the acutal textbook of Options, Futures and Other Derivatives, Global Edition, 9th Edition, by John C. Hull.

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1) A COMPLETE eBook 892 Pages), with all single page and Chapters, Color Version. Same as the original textbook. Comes with PDF file format. Can be read by Adobe Reader.

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