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Options, Futures, and Other Derivatives (10th Edition), by John C. Hull
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For courses in business, economics, and financial engineering and mathematics.
The definitive guide to derivatives markets, updated with contemporary examples and discussions
Known 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 industry’s 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.- Sales Rank: #370183 in Books
- Published on: 2017-01-30
- Original language: English
- Dimensions: 10.10" h x 1.40" w x 8.10" l,
- Binding: Hardcover
- 896 pages
About the Author
John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. 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. In 1999, he was voted Financial Engineer of the Year by the International Association of Financial Engineers. 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.
Most helpful customer reviews
1 of 1 people found the following review helpful.
The ultimate book on the theme
By Bernd Kotz
My first edition of this book I read was the second edition. It was the best of a few books on the theme. It has changed a lot, but the principle constitution of the book is in every edition the same. It starts with forwards and futures, option and hedging. The preliminaries are introduced, like yield curve, duration, interest rate future, swaps and the boundaries of options. On this basis, he develops the binomial tree and Black Scholes valuation. The best depiction I think. Easy to understand and amenable.
All modern forms of derivatives can be valued with the classical instruments, like credit contracts, knock out derivatives and other exotic options. It is easily explained and the reader can follow it. All stochastic models are explained for the advanced one. It is a great book for the valuation of derivative contracts. You can learn a lot from it and for the advanced reader it is a reference book.
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