Options, Futures, and Other Derivatives 10th Edition Free PDF


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Options Futures and Other Derivatives 10th Edition in PDF format is an asset to any MBA student especially those preparing for Exams. If you have ever taken a course or you are new to the subject and you have been searching for the best introductory book, options futures and other derivatives 10th edition pdf book is just the right book for you. Options, Futures, and Other Derivatives 10th Edition PDF Book Bridges the gap between theory and practice, Provides the right balance of mathematical sophistication, and Offers outstanding ancillaries. Overall it’s an amazing book that every MBA student should have.

Options, Futures, and Other Derivatives, 10th edition PDF Book Details

  • Book Title: Options, Futures, and Other Derivatives 10th Edition
  • Previous Books: Options, Futures, and Other Derivatives 9th Edition
  • Author: John C. Hull, University of Toronto
  • Publish Date: (January 30, 2017)
  • Formats: PDF
  • Pages: 896 pages
  • Publisher: Pearson; 10 edition
  • Language: English
  • ISBN: 9780134631493
  • ISBN-13: 978-0134472089
  • Size: 12 MB
  • File Status: Available for Download
  • Price: Free

Options Futures and Other Derivatives 10th Edition Book Description

For courses in business, economics, and financial engineering and mathematics.

The definitive guide to derivatives markets, updated with contemporary examples and discussionsKnown as “the bible” to business and economics instructors and a consistent best-seller in the university and college marketplace, Options, Futures, and Other Derivatives gives students 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.

Options, Futures, and Other Derivatives 10th Edition PDF Book Features

Available with the latest version of DerivaGem software–includes two Microsoft Excel® applications, Options Calculator, Applications Builder, and a Monte Carlo simulation worksheet:

  • The Options Calculator features easy-to-use software to help value a wide range of options.
  • The Applications Builder enables instructors and students to build their own applications, using a variety of Excel functions. Students can explore the properties of numerical procedures and options more effectively, and instructors can design more engaging assignments around custom applications. It also includes a number of sample applications.
  • A Monte Carlo simulation worksheet illustrates how to use the simulation for valuing options.

Bridges the gap between theory and practice–considered “the bible” of derivatives markets by practitioners, the best-selling college text provides the most up-to-date information on key topics:

  • Regulations for over-the-counter derivatives
  • Overnight indexed swap (OIS) rates
  • The Black-Scholes-Merton formulas
  • Credit risk, discount rates, and funding costs
  • Perpetual options and other perpetual derivatives
  • Products such as DOOM options and CEBOs offered by CME Group
  • Central Clearing, margin requirements, and swap execution facilities
  • One-factor equilibrium models of the term structure

Provides a delicate balance of mathematical sophistication–careful attention to mathematical concepts and notation:

  • Expanded numerical examples of key concepts
  • End-of-chapter appendices for non-essential mathematical material
  • Detailed explanations of concepts likely new to students

New to Options, Futures, and Other Derivatives 10th Edition

  • Chapter 7 has been rewritten to improve presentation and reflect changing market practices in relation to swaps.
  • Chapter 9 has been added to cover valuation adjustments, such as CVA, DVA, FVA, MVA, and KVA.
  • Chapter 31 provides details about equilibrium models of the term structure, which are widely used in long-term scenario analysis.
  • Negative interest rates are now covered throughout the book to reflect a number of European and Asian markets.
  • More detailed explanations give a fuller picture of the calculation of Greek letters and smile dynamics.
  • Discussion of the expected shortfall measure and stressed risk measures has been expanded to reflect their increasing use in regulation and risk management.
  • Increased coverage of the SABR model gives students a more firm grasp on stochastic volatility.
  • Materials on CCPs and OTC derivative regulation includes the most current information.
  • Examples have been revisited to reflect current market conditions.
  • Improved material on martingales and measures, tailing the hedge, bootstrap methods, and convertible bonds helps students better understand important concepts.
  • End-of-chapter problems have been expanded and revised.

Options Futures and Other Derivatives 10th Edition Table of Contents

List of Business Snapshots
List of Technical Notes
Preface

  1. Introduction
  2. Futures markets and central counterparties
  3. Hedging strategies using futures
  4. Interest rates
  5. Determination of forward and futures prices
  6. Interest rate futures
  7. Swaps
  8. Securitization and the credit crisis of 2007
  9. XVAs
  10. Mechanics of options markets
  11. Properties of stock options
  12. Trading strategies involving options
  13. Binomial trees
  14. Wiener processes and Itô’s lemma
  15. The Black—Scholes—Merton model
  16. Employee stock options
  17. Options on stock indices and currencies
  18. Futures options and Black’s model
  19. The Greek letters
  20. Volatility smiles
  21. Basic numerical procedures
  22. Value at risk and expected shortfall
  23. Estimating volatilities and correlations
  24. Credit risk
  25. Credit derivatives
  26. Exotic options
  27. More on models and numerical procedures
  28. Martingales and measures
  29. Interest rate derivatives: The standard market models
  30. Convexity, timing, and quanto adjustments
  31. Equilibrium models of the short rate
  32. No-arbitrage models of the short rate
  33. HJM, LMM, and multiple zero curves
  34. Swaps Revisited
  35. Energy and commodity derivatives
  36. Real options
  37. Derivatives mishaps and what we can learn from them

Glossary of terms
DerivaGem software
Major exchanges trading futures and options
Tables for N (x)
Author index
Subject index

Options, Futures, and Other Derivatives 10th Edition PDF

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.

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