Options, Futures, and Other Derivatives

Name: Solutions for Options, Futures, and Other Derivatives 10th by John C. Hull | Book solutions | Numerade
Brand: Numerade
SKU: 9780134472089
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ISBN: 9780134472089

John C. Hull 10th Edition ISBN #9780134472089 932 Questions

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Options, Futures, and Other Derivatives

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Chapters

Introduction

Introduction

Futures markets and central counterparties

Hedging strategies using futures

Interest rates

Determination of forward and futures prices

Interest rate futures

Swaps

Securitization and the credit crisis of 2007

XVAs

Mechanics of options markets

Properties of stock options

Trading strategies involving options

Binomial trees

Wiener processes and Ito’s lemma

The Black–Scholes–Merton model

Employee stock options

Optionson stock indices and currencies

Futures options and Black’s model

The Greek letters

Volatility smiles

Basic numerical procedures

Valueat risk and expected shortfall

Estimating volatilities and correlations

Credit risk

Credit derivatives

Exotic options

Moreon models and numerical procedures

Martingales and measures

Interest rate derivatives: The standard market models

Convexity, timing, and quanto adjustments

Equilibrium models of the short rate

No-arbitrage models of the short rate

HJM, LMM, and multiple zero curves

Swaps Revisited

Energy and commodity derivatives

Real options