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    Options, Futures and Other Derivatives (Mixed media product) By (author) John C. Hull

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    DescriptionFor undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Bridge the gap between theory and practice. 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. Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics. The eighth edition has been updated and improved--featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued.


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  • Full bibliographic data for Options, Futures and Other Derivatives

    Title
    Options, Futures and Other Derivatives
    Authors and contributors
    By (author) John C. Hull
    Physical properties
    Format: Mixed media product
    Number of pages: 888
    Width: 204 mm
    Height: 254 mm
    Thickness: 30 mm
    Weight: 1,396 g
    Language
    English
    ISBN
    ISBN 13: 9780273759072
    ISBN 10: 0273759078
    Classifications

    BIC E4L: FIN
    Nielsen BookScan Product Class 3: S4.0T
    BIC subject category V2: KFFM
    Ingram Subject Code: BE
    Warengruppen-Systematik des deutschen Buchhandels: 17840
    DC22: 332.645
    BISAC V2.8: BUS000000, BUS006000
    Thema V1.0: KFFM
    Edition
    12008
    Edition statement
    Global ed of 8th revised ed
    Publisher
    Pearson Education Limited
    Imprint name
    Pearson Education Limited
    Publication date
    18 April 2011
    Publication City/Country
    Harlow
    Table of contents
    Chapter 1. Introduction Chapter 2. Mechanics of Futures Markets 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. Mechanics of Options Markets Chapter 10. Properties of Stock Options Chapter 11. Trading Strategies Involving Options Chapter 12. Binomial Trees Chapter 13. Wiener Processes and Ito's Lemma Chapter 14. The Black-Scholes-Merton Model Chapter 15. Employee Stock Options Chapter 16. Options on Stock Indices and Currencies Chapter 17. Options on Futures Chapter 18. Greek Letters Chapter 19. Volatility Smiles Chapter 20. Basic Numerical Procedures Chapter 21. Value at Risk Chapter 22. Estimating Volatilities and Correlations Chapter 23. Credit Risk Chapter 24. Credit Derivatives Chapter 25. Exotic Options Chapter 26. More on Models and Numerical Procedures Chapter 27. Martingales and Measures Chapter 28. Interest Rate Derivatives: The Standard Market Models Chapter 29. Convexity, Timing, and Quanto Adjustments Chapter 30. Interest Rate Derivatives: Models of the Short Rate Chapter 31. Interest Rate Derivatives: HJM and LMM Chapter 32. Swaps Revisited Chapter 33. Energy and Commodit Derivatives Chapter 34. Real Options Chapter 35. Derivatives Mishaps and What We Can Learn from Them Chapter 36. Derivatives markets in developing countries