Options, Futures, and Other Derivatives Hull 9th Edition Solutions Manual

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Product details:

• ISBN-10 ‏ : ‎ 0133456315
• ISBN-13 ‏ : ‎ 978-0133456318
• Author: John C. Hull

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.

Table of contents:

Hull: Options, Futures, and Other Derivatives 7e
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. Mechanics of Options Markets
9. Properties of Stock Options
10. Trading Strategies Involving Options
11. Binomial Trees
12. Wiener Processes and Ito's Lemma
13. The Black-Scholes-Merton Model
14. Employee Stock Options
15. Options on Stock Indices and Currencies
16. Options on Futures
17. Greek Letters
18. Volatility Smiles
19. Basic Numerical Procedures
20. Value at Risk
21. Estimating Volatilities and Correlations for Risk Management
22. Credit Risk
23. Credit Derivatives
24. Exotic Options
25. Insurance, Weather, and Energy Derivatives
26. More on Models and Numerical Procedures
27. Martingales and Measures
28. Interest Rate Derivatives: The Standard Market Models
29. Convexity, Timing and Quanto Adjustments
30. Interest Rate Derivatives: Models of the Short Rate
31. Interest Rate Derivatives: HJM and LMM
32. Swaps Revisited
33. Real Options
34. 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 x² 0
Table for N(x) when x³0
Author index
Subject index

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