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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. The 11thEdition covers all the latest regulations and trends, including theBlack-Scholes-Merton formulas, overnight indexed swaps, and the valuation ofcommodity derivatives.
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. The 11thEdition covers all the latest regulations and trends, including theBlack-Scholes-Merton formulas, overnight indexed swaps, and the valuation ofcommodity derivatives.
John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto (UofT). In 2016, he was awarded the title of University Professor (an honour granted to only 2% of faculty at UofT). He has acted as a consultant to many financial institutions around the world and has won many teaching awards, including UofT's prestigious Northrop Frye Award.
He is an internationally recognised authority on Derivatives and Risk Management and has many publications in this area. His work has an applied focus, with his research and teaching activities including risk management, regulation and machine learning, as well as derivatives. He is co-director of Rotman's Master in Finance and Master in Financial Risk Management Programs.
- 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
| Erscheinungsjahr: | 2021 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9781292410654 |
| ISBN-10: | 1292410655 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Hull, John C. |
| Auflage: | 11th edition |
| Hersteller: |
Pearson
Pearson Education Limited Pearson Higher Education |
| Verantwortliche Person für die EU: | Pearson, St.-Martin-Straße 82, D-81541 München, salesde@pearson.com |
| Maße: | 254 x 201 x 47 mm |
| Von/Mit: | John C. Hull |
| Erscheinungsdatum: | 17.06.2021 |
| Gewicht: | 1,858 kg |
John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto (UofT). In 2016, he was awarded the title of University Professor (an honour granted to only 2% of faculty at UofT). He has acted as a consultant to many financial institutions around the world and has won many teaching awards, including UofT's prestigious Northrop Frye Award.
He is an internationally recognised authority on Derivatives and Risk Management and has many publications in this area. His work has an applied focus, with his research and teaching activities including risk management, regulation and machine learning, as well as derivatives. He is co-director of Rotman's Master in Finance and Master in Financial Risk Management Programs.
- 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
| Erscheinungsjahr: | 2021 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9781292410654 |
| ISBN-10: | 1292410655 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: | Hull, John C. |
| Auflage: | 11th edition |
| Hersteller: |
Pearson
Pearson Education Limited Pearson Higher Education |
| Verantwortliche Person für die EU: | Pearson, St.-Martin-Straße 82, D-81541 München, salesde@pearson.com |
| Maße: | 254 x 201 x 47 mm |
| Von/Mit: | John C. Hull |
| Erscheinungsdatum: | 17.06.2021 |
| Gewicht: | 1,858 kg |
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