John k 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.

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Swaps 6. Mechanics of options markets 7.

If You're a Student

Properties of stock options 8. Trading strategies involving john k hull options buy 9. 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 Interest 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 john k hull options buy There have been many developments in derivatives markets over the last 15 years and the book has grown john k hull options buy 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.

Intrebari si raspunsuri Descriere For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who havegood 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. 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.

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. Also, many practitioners who want to acquire a working knowledge of how derivatives can be analyzed find the book useful.

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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 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.

I have tried to be particularly careful about the way I use both mathematics and notation in the book.

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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. No prior knowledge of options, futures contracts, swaps, and so on is assumed.

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It is not therefore necessary for students to take an elective course in investments prior to taking a course based on this book. There are many different ways the book can be used in the classroom.

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