Book , Print in English

Options, futures, and other derivatives, ninth edition : Solutions manual

John C. Hull.
  • Upper Saddle River, New Jersey : Pearson, [2015]
  • Copyright Notice: ©2015.
  • Ninth edition.
  • v, 256 pages : illustrations ; 28 cm
Also known as
  • Student solutions manual for Options, futures, and other derivatives, ninth edition
Subjects
Genre
  • Problems, exercises, etc.
Contents
  • ch. 1 Introduction
  • ch. 2 Mechanics of Futures Markets
  • ch. 3 Hedging Strategies Using Futures
  • ch. 4 Interest Rates
  • ch. 5 Determination of Forward and Futures Prices
  • ch. 6 Interest Rate Futures
  • ch. 7 Swaps
  • ch. 8 Securitization and the Credit Crisis of 2007
  • ch. 9 OIS Discounting, Credit Issues, and Funding Costs
  • ch. 10 Mechanics of Options Markets
  • ch. 11 Properties of Stock Options
  • ch. 12 Trading Strategies Involving Options
  • ch. 13 Binomial Trees
  • ch. 14 Wiener Processes and Ito's Lemma
  • ch. 15 Black-Scholes-Merton Model
  • ch. 16 Employee Stock Options
  • ch. 17 Options on Stock Indices and Currencies
  • ch. 18 Futures Options
  • ch. 19 Greek Letters
  • ch. 20 Volatility Smiles
  • ch. 21 Basic Numerical Procedures
  • ch. 22 Value at Risk
  • ch. 23 Estimating Volatilities and Correlations
  • ch. 24 Credit Risk
  • ch. 25 Credit Derivatives
  • ch. 26 Exotic Options
  • ch. 27 More on Models and Numerical Procedures
  • ch. 28 Martingales and Measures
  • ch. 29 Interest Rate Derivatives: The Standard Market Models
  • ch. 30 Convexity, Timing, and Quanto Adjustments
  • ch. 31 Interest Rate Derivatives: Models of the Short Rate
  • ch. 32 HJM, LMM, and Multiple Zero Curves
  • ch. 33 Swaps Revisited
  • ch. 34 Energy and Commodity Derivatives.
ISBN
  • 9780133457414 (pbk.)
  • 0133457419 (pbk.)
Identifying numbers
  • OCLC: 870646432
  • OCLC: 870646432