000			04197aam a22003971i 4500
001			991014726769707026
003			UkOxU
005			20250908131044.0
006			m || d |
007			cr |||||||||||
008			210710s2022 enka o 001 0 eng d
015			_aGBC1D9541 _2bnb
020			_a9781292410623 _q(electronic book)
035			_a022628484-44oxf_inst
035			_a(UkOxU)022628484
035			_a(Uk)020294536
037			_a9781292410623 _bPearson UK
040			_aYDX _beng _erda _cYDX _dYDXIT _dOCLCO _dOCLCF _dUk
041			_aEnglish
050		4	_aHG6024.A3 _bH85 2022
100			_aHull, John _d1946- _eauthor. _91414
245	1	0	_aOptions, futures, and other derivatives _c/ John C. Hull.
250			_aEleventh edition.
250			_aGlobal edition.
264		1	_aHarlow, Essex : _bPearson Education Limited, _c[2022].
300			_a1 online resource.
500			_aIncludes indexes.
500			_aAcademic
505	0		_aFutures markets and central counterparties — Hedging strategies using futures — Interest rates — Determination of forward and futures prices — Interest rate futures — Swaps — Securitization and the financial crisis of 2007-8 — XVAs — Mechanics of options markets — Properties of stock options — Trading strategies involving options — Binomial trees — Wiener processes and Itô's lemma — The Black–Scholes–Merton model — Employee stock options — Options on stock indices and currencies — Futures options and Black's model — The Greek letters — Volatility smiles and volatility surfaces — 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 — Modeling forward rates — Swaps revisited — Energy and commodity derivatives — Real options — Derivatives mishaps and what we can learn from them.
520			_aBuild essential foundations around the derivatives market for your future career in finance with the definitive guide on the subject. Options, Futures, and Other Derivatives, Global Edition, 11th edition by John Hull, is the industry-leading, gold standard text for business and economics professionals. Ideal for students studying Business, Economics, and Financial Engineering and Mathematics, this edition gives you a modern look at the derivatives market by incorporating the industry's hottest topics, such as securitisation and credit crisis, bridging the gap between theory and practice. Written with the knowledge of how Maths can be a key challenge for this course, the text adopts a simple language that makes learning approachable, providing a clear explanation of ideas throughout the text. The latest edition covers the most recent regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives. Key features include: Tables, charts, examples, and market data discussions, reflecting current market conditions. A delicate balance between theory and practice with the use of mathematics, adding numerical examples for added clarity. Useful practice-focused resources to help students overcome learning obstacles. End-of-chapter problems reflecting contemporary key ideas to support your understanding of the topics based on the new reference rates. Whether you need an introductory guide to derivatives to support your existing knowledge in algebra and probability distributions, or useful study content to advance your understanding of stochastic processes, this must-have textbook will support your learning and understanding from theory to practice.
650		0	_aFutures. _93253
650		0	_aStock options _94073
650		0	_aDerivative securities _94072
856			_uhttps://bibliotheque.tbs-education.fr/Default/doc/SYRACUSE/3386418/options-futures-and-other-derivatives
942			_2lcc
999			_c4920 _d4920