
Options, Futures, and Other Derivatives, 11th edition
Published by Pearson (22 February 2021) © 2022
- John C. Hull University of Toronto
Title overview
Options, Futures, and Other Derivatives, 11th Edition, by John Hull, covers options markets, futures markets, and the full range of derivative securities. Known as “the bible” to business and economics professionals, this best-seller gives you a modern look at the derivatives market while highlighting the industry’s hottest topics.
The textbook bridges theory and practice across futures and forwards, hedging strategies, swaps, options trading strategies, binomial trees, Black-Scholes-Merton pricing, the Greek letters, volatility smiles, value at risk, exotic options, and credit derivatives. By the end of your studies, you’ll not only understand how options and futures markets work. You’ll also know how to price and hedge derivatives and apply the models used on trading floors and in risk management.
The 11th Edition covers all of the latest regulations and trends, from overnight indexed swaps to the valuation of commodity derivatives. Tables, charts, examples, and data have all been revised as needed to reflect current market conditions.