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Options, Futures, and Other Derivatives, 10th edition PDF Book Details
- Book Title: Options, Futures, and Other Derivatives 10th Edition Solutions Manual
- Edition: 10th Edition Solution
- Author: John C. Hull, University of Toronto
- Published: January 30, 2017
- ISBN: 9780134631493
- Main Book: Options, Futures, and Other Derivatives 10th Edition
- Formats: PDF
- Size: 12 MB
- Genre: Solution Manual
- Language: English
- File Status: Available
- Price: $0
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 discussions known 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 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