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**Options, Futures, and Other Derivatives 9th Global Edition** **PDF eBook Details**

**Options, Futures, and Other Derivatives 9th Global Edition**

**PDF eBook Details**

Options, Futures, and Other Derivatives, Global Edition, 9th Edition**Book Title:**:**Previous Books****Options, Futures, and Other Derivatives 9th Edition**: John C. Hull**Author**9781292212890**ISBN**9th**Edition**25/06/2017**Published date**Pearson Higher Ed USA**Published by**896**Pages****Formats**: MB**Size**Status: Available for Download**File**: Free**Price**

*Options, Futures, and Other Derivatives, 9th Global Edition PDF Book Description*

*Options, Futures, and Other Derivatives, 9th Global Edition PDF Book Description*

*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 securitization 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.

*New to This Edition*

*New to This Edition*

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

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

- The industry’s use of the overnight indexed swap (OIS) rates to determine risk-free discount rates;
- The new regulations for over-the-counter derivatives;
- New non-technical explanation of the terms in the Black-Scholes-Merton formulas
- A new chapter early in the book discussing credit risk, discount rates, and funding costs
- Products such as DOOM options and CEBOs offered by CME Group
- Perpetual options and other perpetual derivatives
- Many new end-of-chapter problems

*Expanded, updated, or more complete information on:*

- Central clearing, margin requirements, and swap execution facilities
- Credit risk and credit derivatives with the key products and key issues being introduced early in the book
- One-factor equilibrium models of the term structure.

**Options, Futures, and Other Derivatives, 9th Global Edition Table of Contents**

**Options, Futures, and Other Derivatives, 9th Global Edition Table of Contents**

- Introduction
- Mechanics of Futures Markets
- Hedging Strategies Using Futures
- Interest Rates
- Determination of Forward and Futures Prices
- Interest Rate Futures
- Swaps
- Securitization and the Credit Crisis of 2007
- OIS Discounting, Credit Issues, and Funding Costs
- Mechanics of Options Markets
- Properties of Stock Options
- Trading Strategies Involving Options
- Binomial Trees
- Wiener Processes and Ito’s Lemma
- The Black-Scholes-Merton Model
- Employee Stock Options
- Options on Stock Indices and Currencies
- Options on Futures
- Greek Letters
- Volatility Smiles
- Basic Numerical Procedures
- Value at Risk
- Estimating Volatilities and Correlations for Risk Management
- Credit Risk
- Credit Derivatives
- Exotic Options
- More on Models and Numerical Procedures
- Martingales and Measures
- Interest Rate Derivatives: The Standard Market Models
- Convexity, Timing and Quanto Adjustments
- Interest Rate Derivatives: Models of the Short Rate
- HJM, LMM, and Multiple Zero Curves
- Swaps Revisited
- Energy and Commodity Derivatives
- Real Options
- Derivatives Mishaps and What We Can Learn from Them

Glossary of Terms

DerivaGem Software

Major Exchanges Trading Futures and Options

Table for N(x) when x≤ 0

Table for N(x) when x≥0

Author index

Subject index

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