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Options, Futures, and Other Derivatives uPDF eBook [Print Replica] Kindle Edition

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4.6 4.6 out of 5 stars 168 ratings
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For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good 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. Options, Futures, and Other Derivatives by John C. 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 securitisation 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.

This program provides a better teaching and learning experience—for you and your students. Here’s how:

  •     Bridges the gap between theory and practice—a best-selling college text, and considered “the bible” by practitioners, it provides the latest information in the industry
  •    Provides the right balance of mathematical sophistication—careful attention to mathematics and notation.
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  1. Language
    English
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  3. Publisher
    Pearson
  4. Publication date
    9 November 2015
  5. File size
    16721 KB
  6. Page Flip
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Product description

From the Back Cover

NEW! Available DerivaGem 3.00 software―including to Excel applications, the Options Calculator and the Applications Builder, and a Monte Carlo simulation worksheet:

o The Options Calculator consists of easy-to-use software for valuing a wide range of options.

o The Applications Builder consists of a number of Excel functions from which users can build their own applications. It includes a number of sample applications and enables students to explore the properties of options and numerical procedures more easily. It also allows more interesting assignments to be designed.

o The new version of the software includes a worksheet to illustrate the use of Monte Carlo simulation for valuing options.

Bridges the gap between theory and practice―a best-selling college text, and considered “the bible” by practitioners, it provides the latest information in the industry, including:

· NEW! New material on:

o The industry’s use of the overnight indexed swap (OIS) rates to determine risk-free discount rates;

o The new regulations for over-the-counter derivatives;

o New non-technical explanation of the terms in the Black-Scholes-Merton formulas

o A new chapter early in the book discussing credit risk, discount rates, and funding costs

o Products such as DOOM options and CEBOs offered by CME Group

o Perpetual options and other perpetual derivatives

o Many new end-of-chapter problems

· Expanded, updated, or more complete information on:

o Central clearing, margin requirements, and swap execution facilities

o Credit risk and credit derivatives with the key products and key issues being introduced early in the book

o One-factor equilibrium models of the term structure.

Product details

  • ASIN ‏ : ‎ B092MDPMKP
  • Publisher ‏ : ‎ Pearson; 1st edition (9 November 2015)
  • Language ‏ : ‎ English
  • File size ‏ : ‎ 16721 KB
  • Simultaneous device usage ‏ : ‎ Up to 2 simultaneous devices, per publisher limits
  • Text-to-Speech ‏ : ‎ Not enabled
  • Enhanced typesetting ‏ : ‎ Not Enabled
  • X-Ray ‏ : ‎ Not Enabled
  • Word Wise ‏ : ‎ Not Enabled
  • Sticky notes ‏ : ‎ Not enabled
  • Customer Reviews:
    4.6 4.6 out of 5 stars 168 ratings

About the author

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John Hull

John Hull

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John C. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.

He is a respected researcher in the academic field of quantitative finance (see for example the Hull-White model) and is the author of two books on financial derivatives that are widely used texts for market practitioners: "Options, Futures, and Other Derivatives" and "Fundamentals of Futures and Options Markets".

Hull is an editor of the Journal of Derivatives (since 1993), The Review of Derivatives Research (since 1993), the Journal of Derivatives Use, Trading & Regulation (since 1994), the Canadian Journal of Administrative Studies (since 1996), the Journal of Risk (since 1998), the Journal of Bond Trading and Management (since 2001), the Journal of Derivatives Accounting (since 2002) and the Journal of Credit Risk (since 2004).

He studied Mathematics at Cambridge University (B.A. & M.A.), and holds an M.A. in Operational Research from Lancaster University and a Ph.D. in Finance from Cranfield University. In 1999, he was awarded the Financial Engineer of the Year Award, by the International Association of Financial Engineers. He has twin sons named Peter and David, and a wife named Michelle.

Bio from Wikipedia, the free encyclopedia.

Customer reviews

4.6 out of 5 stars
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Top review from Australia

Neil Brener
5.0 out of 5 stars A great overview of risk management and derivatives
Reviewed in Australia on 5 September 2020
Verified Purchase
Needed this book for a course, but already knew of its legendary status in finance circles.

Not the prettiest text, black and white with limited diagrams and a lot of maths, but it serves as an excellent reference. Written in fairly straightforward language, with a few handy case studies and lots of scope. Biggest shortcoming of the text IMO is that solutions to the problems aren't given in book, and it lacks practical applications in parts. The in book questions tend to be a bit simple. But from a theoretical point of view, and to get a great overview of the field, it's a quality text, would recommend.
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Andres Juarez
5.0 out of 5 stars El libro llegó en excelente condición
Reviewed in Mexico on 14 April 2022
Verified Purchase
El libro llegó buen empacado y en excelente condición
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MARCO POLO
5.0 out of 5 stars A must-have book
Reviewed in France on 31 January 2023
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The holy bible of derivatives, you will probably find what you need in here. It will give you a general knowledge of products. However, if you need more details in particular regardind models and computations you will need additional content
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Ivan
5.0 out of 5 stars La amplitud de contenidos
Reviewed in Spain on 21 April 2021
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Me ha gustado la amplitud de contenidos del libro.
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Niccolò
5.0 out of 5 stars Like a Bibble
Reviewed in Italy on 31 July 2020
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Outstanding
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Evelina
5.0 out of 5 stars Must have
Reviewed in the United Kingdom on 26 November 2018
Verified Purchase
I purchased both digital and paper versions as I like to read it on my phone when commuting to and fro work. But please keep in mind that this is not usually kindle version of a book which may be quite disappointing, and it’s mora like pdf with option to make notes.
Book itself is a must have for everyone who wants to learn or just refresh trading/risk/instruments concepts
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