Options, Futures, and Other Derivatives, 9th Edition

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Rotman School of Management, University of Toronto. He is an internationally recognized authority on derivatives and risk management with many publications in this area. His work has an applied focus. He has acted as consultant to many North American, Japanese, and European financial institutions. He has won many teaching awards, including University of Toronto's prestigious Northrop Frye award. Factfulness Hans Rosling Inbunden. Principles Ray Dalio Inbunden. InbundenEngelska, Skickas inom vardagar.

For courses in business, economics, and financial engineering and mathematics. Options swaps and other derivatives hull definitive guide to derivatives markets, updated with contemporary examples and discussions Options swaps and other derivatives hull as the bible to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at derivatives markets.

By incorporating the industrys hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.

Fundamentals of Futures and Options Markets: Bloggat om Options, Futures, and Other Derivatives. Futures markets and central counterparties 3.

Hedging strategies using futures 4. Determination of forward and futures prices 6. Interest rate futures 7. Securitization and the credit crisis of 9. Mechanics of options markets Properties of stock options Trading strategies involving options Wiener processes and Its lemma The BlackScholesMerton model Employee stock options Options on stock indices and currencies Futures options and Blacks model The Greek letters Basic numerical procedures Value at risk and expected shortfall Estimating volatilities and options swaps and other derivatives hull More on models and numerical procedures Martingales and measures The standard market models Convexity, timing, and quanto adjustments Equilibrium models of the short rate No-arbitrage models of the short rate Energy and commodity derivatives

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