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Download Solution Manual To Options Futures And Other Derivatives Added
Practitioners refer to it as the bible; in the university and college marketplace its the best seller; and now its been revised and updated to cover the industrys 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 todays derivatives markets.
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The quantification of the elasticity of labor force supply for Portugal from 1995 to 2001, and the calculation of the derivative of the Engel coefficients using the New York Mercantile Exchange futures contracts for corn, soybeans, and wheat from 1996 to 2002. However, the theoretical foundation of all of our work is based on the theory and applications of the Hull-White model and the Hull model , which are the theoretical foundation of all derivatives valuation. You can find more on Hull models in the chapters.
For derivatives pricing, the most common approach is to assume that the underlying asset follows a geometric Brownian motion and that the interest rates are constant. These assumptions have greatly increased the tractability of the problem, but the resulting models are not realistic, especially for highly complex derivatives. For the analysis of an interest rate option or the valuation of a floating rate option we need to explicitly model the interest rate dynamics, which is another way to say that the choice of model is important.
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 todays derivatives markets.
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