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

Eisenhower B LevelChecked out, Due: Apr 30 2021This copy is unavailable. Click “Request Pickup” to check BorrowDirect for another copy.

Washington LRC Reserves
 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 BlackScholesMerton 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