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  • Sách/Book

  • Options, futures, and other derivatives

    • Authors: John C. Hull (2018)

  • 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.
  • Sách/Book

  • Options, futures, and other derivatives

    • Authors: John C. Hull (2014)

  • 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.
  • Sách/Book

  • Options Futures and Other Derivatives

    • Authors: John C. Hull (2018)

  • OIS discounting is now used throughout the book. This makes the presentation of the material more straightforward and more theoretically appealing. A rewrite of the chapter on swaps (Chapter 7) to improve presentation and reflect changing market practices. A new chapter (Chapter 9) on valuation adjustments (CVA, DVA, FVA, MVA, and KVA).
  • Sách/Book

  • Options, futures, and other derivatives

    • Authors: John C. Hull (2011)

  • The eighth edition has been updated and improved—featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued.