John Hull,
John C. Hull
Student Solutions Manual for Options, Futures, and Other Derivatives, Global Edition
Paperback Engels 2018 9781292249179
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
This book contains solutions to the Practice Questions that appear at the ends of chapters in my book Options, Futures, and Other Derivatives, 9th edition, Global Edition. The questions have been designed to help readers study on their own and test their understanding of the material. They range from quick checks on whether a key point is understood to much more challenging applications of analytical techniques. Some prove or extend results presented in the book. To maximize the benefits from this book readers are urged to sketch out their own solutions to the questions before consulting mine.
Specificaties
Lezersrecensies
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Inhoudsopgave
<p>Preface </p> <p>Chapter 1 Introduction </p> <p>Chapter 2 Mechanics of Futures Markets </p> <p>Chapter 3 Hedging Strategies Using Futures </p> <p>Chapter 4 Interest Rates </p> <p>Chapter 5 Determination of Forward and Futures Prices </p> <p>Chapter 6 Interest Rate Futures </p> <p>Chapter 7 Swaps </p> <p>Chapter 8 Securitization and the Credit Crisis of 2007 </p> <p>Chapter 9 OIS Discounting, Credit Issues, and Funding Costs </p> <p>Chapter 10 Mechanics of Options Markets </p> <p>Chapter 11 Properties of Stock Options </p> <p>Chapter 12 Trading Strategies Involving Options </p> <p>Chapter 13 Binomial Trees </p> <p>Chapter 14 Wiener Processes and Itô’s Lemma </p> <p>Chapter 15 The Black-Scholes-Merton Model </p> <p>Chapter 16 Employee Stock Options </p> <p>Chapter 17 Options on Stock Indices and Currencies </p> <p>Chapter 18 Futures Options </p> <p>Chapter 19 The Greek Letters </p> <p>Chapter 20 Volatility Smiles </p> <p>Chapter 21 Basic Numerical Procedures </p> <p>Chapter 22 Value at Risk </p> <p>Chapter 23 Estimating Volatilities and Correlations </p> <p>Chapter 24 Credit Risk </p> <p>Chapter 25 Credit Derivatives </p> <p>Chapter 26 Exotic Options </p> <p>Chapter 27 More on Models and Numerical Procedures </p> <p>Chapter 28 Martingales and Measures </p> <p>Chapter 29 Interest Rate Derivatives: The Standard Market Models </p> <p>Chapter 30 Convexity, Timing, and Quanto Adjustments </p> <p>Chapter 31 Interest Rate Derivatives: Models of the Short Rate </p> <p>Chapter 32 HJM, LMM, and Multiple Zero Curves </p> <p>Chapter 33 Swaps Revisited </p> <p>Chapter 34 Energy and Commodity Derivatives </p> <p>Chapter 35 Real Options </p>
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