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    Options, futures, and other derivatives

    Title: Options, futures, and other derivatives

    Author: John C. Hull

    Subjects: Futures; Stock options; Derivative securities

    Description: 1. Introduction -- 2. Futures markets and central counterparties -- 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. XVAs -- 10. Mechanics of options markets -- 11. Properties of stock options -- 12. Trading strategies involving options -- 13. Binomial trees -- 14. Wiener processes and Itô’s lemma -- 15. The Black—Scholes—Merton model -- 16. Employee stock options -- 17. Options on stock indices and currencies -- 18. Futures options and Black’s model -- 19. The Greek letters -- 20. Volatility smiles -- 21. Basic numerical procedures -- 22. Value at risk and expected shortfall -- 23. Estimating volatilities and correlations -- 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. Equilibrium models of the short rate -- 32. No-arbitrage models of the short rate -- 33. HJM, LMM, and multiple zero curves -- 34. Swaps Revisited -- 35. Energy and commodity derivatives -- 36. Real options -- 37. Derivatives mishaps and what we can learn from them

    Abstract: “Options, Futures, and Other Derivatives gives students a modern look at derivatives markets. By incorporating the industry’s hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.” -- Publisher

    Publisher: Pearson Education, Inc.

    Year of publication: 2018

    ISBN: 9780134472089 (hbk.), 013447208X (hbk.)