Options, Futures and Other Derivatives by John Hull

John hull options buy.

Introduction 1 1.

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Mechanics of futures markets 19 2. Determination of forward and futures prices 41 3. Hedging strategies using futures 70 4. Interest rate markets 93 5.

Swaps 6. Mechanics of options markets 7.

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Properties of stock options 8. Trading strategies involving options 9.

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Introduction to binomial trees A model of the behavior of stock prices The Black-Scholes model Options on stock indices, currencies, and futures The Greek letters Volatility smiles Value at risk Estimating volatilities and correlations Numerical procedures Exotic options More on models and numerical procedures Martingales and measures Interest rate derivatives: the standard market models Interest rate derivatives: models of the short rate John hull options buy rate derivatives: more advanced models Swaps revisited Credit risk Credit derivatives Real options Insurance, weather, and energy derivatives Derivatives mishaps and what we can learn from them There have been many developments in derivatives markets over the last 15 years and the book has grown to keep up with them.

The fifth edition has seven new chapters that cover new derivatives instruments and recent research advances. Like earlier editions, the book serves several markets.

It is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills.

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Also, many practitioners who want to acquire a working knowledge of how derivatives can be analyzed find the book useful. One of the key decisions that must be made by an author who is writing in the area of derivatives concerns the use of mathematics.

If You're a Student

If the level of mathematical sophistication is too high, the material is likely to be inaccessible to many students and practitioners. If it is too low, some important issues will inevitably be treated in a rather superficial way.

Introduction 2. Futures markets and central counterparties 3. Hedging strategies using futures 4.

I have tried to be particularly careful about the way I use both mathematics and notation in the book. Nonessential mathematical material has been either eliminated or included in end-of-chapter appendices. Concepts that are likely to be new to many readers have been explained carefully, and many numerical examples have been included.

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The book covers both derivatives markets and risk management. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics.

Оценки и отзывы

No prior knowledge of options, futures contracts, swaps, and so on is assumed. It is not therefore necessary for students to take an elective course in investments prior to taking a course based on this book.

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There are many different ways the book can be used in the classroom. Instructors teaching a first course in derivatives may wish to spend most time on the first half of the book.

Instructors teaching a more advanced course will find that many different combinations of the chapters in the second half of the book can be used. I find that the material in Chapters 29 and 30 works well at the end of either an introductory or an advanced course.

What s New? Material has been updated and improved throughout the book.

If You're an Educator

The changes in this edition include: 1. A new chapter on the use of futures for hedging Chapter 4.

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Part of this material was previously in Chapters 2 and 3. The change results in the first three chapters being less intense and allows hedging to be covered in more depth. A new chapter on models and numerical procedures Chapter Much of this material is new, but some has been transferred from the chapter on exotic options in the fourth edition.

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A new chapter on swaps Chapter This gives the john hull options buy an appreciation of the range of nonstandard swap products that are traded in the over-the-counter market and discusses how they can be valued.

There is an extra chapter on credit risk. Chapter 26 discusses the measurement of credit risk and credit value at risk while Chapter 27 covers credit derivatives. There is a new chapter on real options Chapter There is a new chapter on insurance, weather, and energy derivatives Chapter There is a new chapter on derivatives mishaps and what we can learn from them Chapter