[PDF] [eBook] for Options, Futures, and Other Derivatives 11th Edition, By John Hull

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List of business snapshots ..................................................................................................xv List of technical notes .................................................. ....................................................... xvi Preface ............................................................................................................................... xvii 1. Introduction ...........................................................................................................................1 2. Futures markets and central counterparties ...................................................................24 3. Hedging strategies using futures ......................................................................................48 4. Interest rates ........................................................................................................................76 5. Determination of forward and futures prices ...............................................................102 6. Interest rate futures ..........................................................................................................130 7. Swaps ..................................................................................................................................150 8. Securitization and the financial crisis of 2007–8 ..........................................................179 9. XVAs ..................................................................................................................................194 10. Mechanics of options markets .........................................................................................205 11. Properties of stock options ..............................................................................................225 12. Trading strategies involving options ..............................................................................246 13. Binomial trees ...................................................................................................................266 14. Wiener processes and Itô’s lemma .................................................................................294 15. The Black–Scholes–Merton model ................................................................................316 16. Employee stock options ...................................................................................................349 17. Options on stock indices and currencies .......................................................................362 18. Futures options and Black’s model .................................................................................379 19. The Greek letters ..............................................................................................................395 20. Volatility smiles and volatility surfaces .........................................................................429 21. Basic numerical procedures ........................................................................................... 448 22. Value at risk and expected shortfall ...............................................................................492 23. Estimating volatilities and correlations .........................................................................520 24. Credit risk ..........................................................................................................................540 25. Credit derivatives ..............................................................................................................565 26. Exotic options ....................................................................................................................592 27. More on models and numerical procedures ..................................................................618 28. Martingales and measures .............................................................................................. 648 29. Interest rate derivatives: The standard market models ...............................................666 30. Convexity, timing, and quanto adjustments ..................................................................685 31. Equilibrium models of the short rate .............................................................................697 32. No-arbitrage models of the short rate ............................................................................710 33. Modeling forward rates ....................................................................................................733 34. Swaps revisited ..................................................................................................................751 35. Energy and commodity derivatives ................................................................................763 36. Real options .......................................................................................................................780 37. Derivatives mishaps and what we can learn from them ..............................................793 Glossary of terms ..............................................................................................................805 DerivaGem software ........................................................................................................829 Exchanges trading futures and options .........................................................................834 Tables for N(x) ...................................................................................................................835 Author index ......................................................................................................................837 Subject index .....................................................................................................................841 [Show More]

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