Options, Futures and Other Derivatives

By: Hull, John C Contributor(s): Basu, Sankarshan Language: English Publication details: Chennai Pearson India Education Services Pvt. Ltd. 2023 Edition: 11Description: xxvi, 893pISBN: 9789392970962Subject(s): Financial economicsDDC classification: 332.645

Contents:

1. Introduction 2. Futures Market and Central Counterparties 3. Hedging Strategies using Futures 4. Interest Rates 5. Interest Rate Futures 6. Interest Rate Futures 7. Swaps 8. XVAs 9. Mechanics of Options Markets 10. Real Options

Summary: The first edition of this book was published in 1988, and in the last two decades, massive changes and developments have happened in the options and the derivatives markets. The 11th edition of Options, Futures, and Other Derivatives takes in to account these changes, and presents the reader with an up-to- date scenario. Like earlier editions, this edition has also been designed to address the needs of a wide spectrum of the market. The book will be appropriate for students pursuing graduate courses in business, finance, economics, and financial engineering. It can be used for advanced undergraduate courses involving quantitative skills. Many practitioners who are involved in derivatives markets should also find the book useful. Features : • A major change in financial markets will be the phase-out of LIBOR. This has led to important changes throughout the 11th edition. The overnight reference rates that will replace LIBOR, and the way they are used to determine zero curves, are discussed carefully.

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Holdings
Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Books	Sateri Pissani Education Society's Shri Gopal Gaonkar Memorial College Goa Multi - Faculty College, Dayanandnagar, Dharbandora SPE-Department of Commerce	SPE-Commerce	332.645 HUL-BAS (Browse shelf(Opens below))		Available		SPE-4158

1. Introduction
2. Futures Market and Central Counterparties
3. Hedging Strategies using Futures
4. Interest Rates
5. Interest Rate Futures
6. Interest Rate Futures
7. Swaps
8. XVAs
9. Mechanics of Options Markets
10. Real Options

The first edition of this book was published in 1988, and in the last two decades, massive changes and developments have happened in the options and the derivatives markets. The 11th edition of Options, Futures, and Other Derivatives takes in to account these changes, and presents the reader with an up-to- date scenario. Like earlier editions, this edition has also been designed to address the needs of a wide spectrum of the market. The book will be appropriate for students pursuing graduate courses in business, finance, economics, and financial engineering. It can be used for advanced undergraduate courses involving quantitative skills. Many practitioners who are involved in derivatives markets should also find the book useful.
Features :

• A major change in financial markets will be the phase-out of LIBOR. This has led to important changes throughout the 11th edition. The overnight reference rates that will replace LIBOR, and the way they are used to determine zero curves, are discussed carefully.

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