Options Futures And Other Derivatives Tenth Edition Basu Sankarshan Hull by Basu, Sankarshan; Hull, John 9780134472089, 9789352866595, 9789353063016, 013447208X, 9352866592, 9353063019 instant download after payment.

Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- XVAS -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and itoö 's lemma -- The black/scholes/merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk and expected shortfall -- Estimating volatilities and correlations -- 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 -- Equilibrium models of the short rate -- No-arbitrage 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 -- Author index -- Subject index.