# Options, Futures, and Other Derivatives, Global Edition, 9th Edition

## Book Description

For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets

Practitioners refer to it as “the bible;” in the university and college marketplace it’s the best seller; and now it’s been revised and updated to cover the industry’s hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today’s derivatives markets

### Table of Contents

Chapter 1.Introduction

Chapter 2.Mechanics of futures markets

Chapter 3.Hedging strategies using futures

Chapter 4.Interest rates

Chapter 5.Determination of forward and futures prices

Chapter 6.Interest rate futures

Chapter 7.Swaps

Chapter 8.Securitization and the credit crisis of 2007

Chapter 9.OIS discounting, credit issues, and funding costs

Chapter 10.Mechanics of options markets

Chapter 11.Properties of stock options

Chapter 12.Trading strategies involving options

Chapter 13.Binomial trees

Chapter 14.Wiener processes and Itô’s lemma

Chapter 15.The Black–Scholes–Merton model

Chapter 16.Employee stock options

Chapter 17.Options on stock indices and currencies

Chapter 18.Futures options

Chapter 19.The Greek letters

Chapter 20.Volatility smiles

Chapter 21.Basic numerical procedures

Chapter 22.Value at risk

Chapter 23.Estimating volatilities and correlations

Chapter 24.Credit risk

Chapter 25.Credit derivatives

Chapter 26.Exoticoptions

Chapter 27.More on models and numerical procedures

Chapter 28.Martingales and measures

Chapter 29.Interest rate derivatives: The standard market models

Chapter 30.Convexity, timing, and quanto adjustments

Chapter 31.Interest rate derivatives: Models of the short rate

Chapter 32.HJM, LMM, and multiple zero curves

Chapter 33.Swaps Revisited

Chapter 34.Energy and commodity derivatives

Chapter 35.Real options

Chapter 36.Derivatives mishaps and what we can learn from them

## Book Details

- Title: Options, Futures, and Other Derivatives, Global Edition, 9th Edition
- Author: John C. Hull
- Length: 892 pages
- Edition: 9th edition
- Language: English
- Publisher: Pearson
- Publication Date: 2014
- ISBN-10: 1292212896
- ISBN-13: 9781292212890

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