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Student Solutions Manual for Options, Futures and Other Derivatives

Student Solutions Manual for Options, Futures and Other Derivatives

  • John C Hull
  • Author: John C Hull
    • ISBN:9788131728048
    • 10 Digit ISBN:8131728048
    • Price:Rs. 649.00
    • Pages:848
    • Imprint:Pearson Education
    • Binding:Paperback
    • Status:Available


    As in the sixth edition, end-of-chapter problems are divided into two groups: "Questions and Problems" and "Assignment Questions". Solutions to the Questions and Problems are in Options, Futures, and Other Derivatives 7e: Solutions Manual which is published by Pearson and can be purchased by students.

    Table of Content

    1. Preface
    2. Introduction
    3. Mechanics of Futures Markets
    4. Hedging Strategies Using Futures
    5. Interest Rates
    6. Determination of Forward and Futures Prices
    7. Interest Rate Futures
    8. Swaps
    9. Mechanics of Options Markets
    10. Properties of Stock Options
    11. Trading Strategies Involving Options
    12. Binomial Trees
    13. Wiener Processes and Ito’s lemma
    14. The Black-Scholes-Merton Model
    15. Options on Stock Indices, Currencies, and Futures
    16. The Greek Letters
    17. Volatility Smiles
    18. Basic Numerical Procedures
    19. Value at Risk
    20. Estimating Volatilities and Correlations
    21. Credit Risk
    22. Credit Derivatives
    23. Exotic Options
    24. Weather, Energy, and Insurance Derivatives
    25. More on Models and Numerical Procedures
    26. Martingales and Measures
    27. Interest Rate Derivatives: The Standard Market Models
    28. Convexity, Timing, and Quanto Adjustments
    29. Interest Tate Derivatives: Models of the Short Rate
    30. Interest Rate Derivatives: HJM and LMM
    31. Swaps Revisited
    32. Real Options
    33. Derivatives Mishaps and What We Can Learn from Them

    Salient Features