Options, Futures, and Other Derivatives, Global Edition by Hull, John C.

Description: Thistitle is a Pearson Global Edition. The Editorial team at Pearson has workedclosely with educators around the world to include content which is especiallyrelevant to students outside the United States. For courses in business,economics, and financial engineering and mathematics. The definitive guide to the derivatives market, updated with contemporaryexamples and discussions Known as GÇ£the bibleGÇ¥ to business and economics professionals and a consistentbest-seller, Options, Futures, and Other Derivatives givesreaders a modern look at the derivatives market. By incorporating theindustryGÇÖs hottest topics, such as the securitization and credit crisis, authorJohn C. Hull helps bridge the gap between theory and practice. The11thEditioncovers all the latest regulations and trends, including theBlack-Scholes-Merton formulas, overnight indexed swaps, and the valuation ofcommodity derivatives. List of Business Snapshots List of Technical Notes Preface Introduction Futures markets and central counterparties Hedging strategies using futures Interest rates Determination of forward and futures prices Interest rate futures Swaps Securitization and the financial crisis of 2007-8 XVAs Mechanics of options markets Properties of stock options Trading strategies involving options Binomial trees Wiener processes and Itô's lemma The Black-Scholes-Merton model Employee stock options Options on stock indices and currencies Futures options and Black's model The Greek letters Volatility smiles and Volatility Surfaces Basic numerical procedures Value at risk and expected shortfall Estimating volatilities and correlations Credit risk Credit derivatives Exotic options More on models and numerical procedures Martingales and measures Interest rate derivatives: The standard market models Convexity, timing, and quanto adjustments Equilibrium models of the short rate No-arbitrage models of the short rate Modeling Forward Rates Swaps Revisited Energy and commodity derivatives Real options Derivatives mishaps and what we can learn from them Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for Nx Author Index Subject Index

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