Options, Futures, and Other Derivatives / Edition 9

Paperback (Print)
Buy New
Buy New from BN.com
$222.64
Used and New from Other Sellers
Used and New from Other Sellers
from $206.50
Usually ships in 1-2 business days
(Save 21%)
Other sellers (Paperback)
  • All (11) from $206.50   
  • New (6) from $236.47   
  • Used (5) from $206.50   

More About This Textbook

Overview

For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets

Practitioners refer to it as “the bible;” in the university and college marketplace it’s the best seller; and now it’s been revised and updated to cover the industry’s hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today’s derivatives markets.

This program provides a better teaching and learning experience—for you and your students. Here’s how:

  • NEW! Available with a new version of DerivaGem software—including two Excel applications, the Options Calculator and the Applications Builder
  • Bridges the gap between theory and practice—a best-selling college text, and considered “the bible” by practitioners, it provides the latest information in the industry
  • Provides the right balance of mathematical sophistication—careful attention to mathematics and notation
  • Offers outstanding ancillaries toround out the high quality of the teaching and learning package
Read More Show Less

Product Details

  • ISBN-13: 9780133456318
  • Publisher: Prentice Hall
  • Publication date: 1/29/2014
  • Edition description: New Edition
  • Edition number: 9
  • Pages: 896
  • Sales rank: 386,447
  • Product dimensions: 8.10 (w) x 10.10 (h) x 1.40 (d)

Table of Contents

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

Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star

(0)

4 Star

(0)

3 Star

(0)

2 Star

(0)

1 Star

(0)

Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation

Reminder:

  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

 
Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)