Options, Futures, and Other Derivatives, Global Edition, 11th edition

Published by Pearson (July 5, 2021) © 2021

  • John C. Hull University of Toronto

VitalSource eTextbook

ISBN-13: 9781292410623
Options, Futures, and Other Derivatives, Global Edition
Published 2021

Access details

  • Instant access once purchased
  • Fulfilled by VitalSource
  • For titles accompanied by MyLab/Mastering, this eBook does NOT include access to the platform


  • Add notes and highlights
  • Search by keyword or page


ISBN-13: 9781292410654
Options, Futures, and Other Derivatives, Global Edition
Published 2021


  • A print text
  • Free shipping

Build foundations for a successful career in finance with the definitive guide on the derivatives market.

Options, Futures, and Other Derivatives, Global Edition, is the industry-leading, gold standard text for business and economics professionals.

A consistent best-seller, now in its 11th edition, it incorporates the industry's hottest topics, covering recent regulations and trends and bridging the gap between theory and practice.

With a range of features to support both introductory and more advanced learning, this must-have guide to derivatives will support your understanding of principal concepts from theory to practice.

This Global Edition includes a Companion Website.

List of Business Snapshots

List of Technical Notes


  1. Introduction
  2. Futures markets and central counterparties
  3. Hedging strategies using futures
  4. Interest rates
  5. Determination of forward and futures prices
  6. Interest rate futures
  7. Swaps
  8. Securitization and the financial crisis of 2007-8
  9. XVAs
  10. Mechanics of options markets
  11. Properties of stock options
  12. Trading strategies involving options
  13. Binomial trees
  14. Wiener processes and Itô's lemma
  15. The Black–Scholes–Merton model
  16. Employee stock options
  17. Options on stock indices and currencies
  18. Futures options and Black's model
  19. The Greek letters
  20. Volatility smiles and Volatility Surfaces
  21. Basic numerical procedures
  22. Value at risk and expected shortfall
  23. Estimating volatilities and correlations
  24. Credit risk
  25. Credit derivatives
  26. Exotic options
  27. More on models and numerical procedures
  28. Martingales and measures
  29. Interest rate derivatives: The standard market models
  30. Convexity, timing, and quanto adjustments
  31. Equilibrium models of the short rate
  32. No-arbitrage models of the short rate
  33. Modeling Forward Rates
  34. Swaps Revisited
  35. Energy and commodity derivatives
  36. Real options
  37. Derivatives mishaps and what we can learn from them

Glossary of terms

DerivaGem software

Major exchanges trading futures and options

Tables for Nx

Author Index

Subject Index

Need help? Get in touch