TY  - BOOK
AU  - Hull, John C.
TI  - Solutions manual for options, futures and other derivatives
SN  - 9788131728048
U1  - 332.645 
PY  - 2016///
CY  - New Delhi
PB  - Pearson India Education Services Pvt. Ltd.
KW  - Futures -- Problems, exercises
KW  - Stock options -- Problems, exercises
KW  - Derivative securities -- Problems, exercises
N1  - Preface
Introduction
Mechanics of Futures Markets
Hedging Strategies Using Futures
Interest Rates
Determination of Forward and Futures Prices
Interest Rate Futures
Swaps
Mechanics of Options Markets
Properties of Stock Options
Trading Strategies Involving Options
Binomial Trees
Wiener Processes and Ito’s lemma
The Black-Scholes-Merton Model
Options on Stock Indices, Currencies, and Futures
The Greek Letters
Volatility Smiles
Basic Numerical Procedures
Value at Risk
Estimating Volatilities and Correlations
Credit Risk
Credit Derivatives
Exotic Options
Weather, Energy, and Insurance Derivatives
More on Models and Numerical Procedures
Martingales and Measures
Interest Rate Derivatives: The Standard Market Models
Convexity, Timing, and Quanto Adjustments
Interest Tate Derivatives: Models of the Short Rate
Interest Rate Derivatives: HJM and LMM
Swaps Revisited
Real Options
Derivatives Mishaps and What We Can Learn from Them
N2  - As in the sixth edition, end-of-chapter problems are divided into two groups: "Questions and Problems" and "Assignment Questions". Solutions to the Questions and Problems are in Options, Futures, and Other Derivatives 7e: Solutions Manual which is published by Pearson and can be purchased by students
ER  -