**Options Futures and other derivatives- 9th edition PDF by John C. Hull **serves several markets. It is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills. Many practitioners who are involved in derivatives markets also find the book useful.

**Category: Options**

**Author: John C. Hull**

**Language: **English

Free download link: At the end of the post

## Introduction

It is sometimes hard for me to believe that the first edition of this book, published in 1988, was only 330 pages and 13 chapters long. The book has grown and been adapted to keep up with the fast pace of change in derivatives markets.

Like earlier editions, this book serves several markets. It is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills. Many practitioners who are involved in derivatives markets also find the book useful. I am delighted that half the purchasers of the book are analysts, traders, and other professionals who work in derivatives and risk management.

One of the key decisions that must be made by an author who is writing in the area of derivatives concerns the use of mathematics. If the level of mathematical sophistication is too high, the material is likely to be inaccessible to many students and practitioners. If it is too low, some important issues will inevitably be treated in a rather superficial way. I have tried to be particularly careful about the way I use both mathematics and notation in the book. Nonessential mathematical material has been either eliminated or included in end-of-chapter appendices and the technical notes on my website. Concepts that are likely to be new to many readers have been explained carefully and many numerical examples have been included.

**Options futures and other derivatives- 9th edition PDF** can be used for a first course in derivatives or for a more advanced course. There are many different ways it can be used in the classroom. Instructors teaching a first course in derivatives are likely to want to spend most classroom time on the first half of the book. Instructors teaching a more advanced course will find that many different combinations of chapters in the second half of the book can be used. I find that the material in Chapter 36 works well at the end of either an introductory or an advanced course.

## Table of Contents- Options Futures and other derivatives- 9th edition PDF

List of Business Snapshots

List of Technical Notes

Preface

1. Introduction

2. Mechanics of futures markets

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 credit crisis of 2007

9. OIS discounting, credit issues, and funding costs

10. Mechanics of options markets

11. Properties of stock options

12. Trading strategies involving options

13. Binomial trees

14. Wiener processes and Ito ˆ ’s lemma

15. The Black–Scholes–Merton model

16. Employee stock options

17. Options on stock indices and currencies

18. Futures options

19. The Greek letters

20. Volatility smiles

21. Basic numerical procedures

22. Value at risk

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. Interest rate derivatives: Models of the short rate

32. HJM, LMM, and multiple zero curves

33. Swaps Revisited

34. Energy and commodity derivatives

35. Real options

36. Derivatives mishaps and what we can learn from them

Glossary of terms

DerivaGem software

Major exchanges trading futures and options

Tables for N(x)

Author index.

Subject index

## About the author

John C. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.

He is a respected researcher in the academic field of quantitative finance (see for example the Hull-White model) and is the author of two books on financial derivatives that are widely used texts for market practitioners: “Options, Futures, and Other Derivatives” and “Fundamentals of Futures and Options Markets”.

>> Read more about **John Hull **and his books on E4T

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