Options Futures And Other Derivatives Global 8th Edition Hull Solutions Manual
Product details:
- ISBN-10 : 0132777428
- ISBN-13 : 978-0132777421
- Author: Hull, Joseph L. Rotman School of Management, University of Toronto
Bridge the gap between theory and practice.
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.
Table 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 8. Securitization and the Financial Crisis of 2007–8
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 Itô’s Lemma
Chapter 15. The Black–Scholes–Merton Model
Chapter 16. Employee Stock Options
Chapter 17. Options on Stock Indices and Currencie
Chapter 18. Futures Options and Black’s Model
Chapter 19. The Greek Letters
Chapter 20. Volatility Smiles and Volatility Surfaces
Chapter 21. Basic Numerical Procedures
Chapter 22. Value at Risk and Expected Shortfall
Chapter 23. Estimating Volatilities and Correlations
Chapter 25. Credit Derivatives
Chapter 26. Exotic Options
Chapter 27. More on 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. Modeling Forward Rates
Chapter 34. Swaps Revisited
Chapter 35. Energy and Commodity Derivatives
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