000			01938nam a22002177a 4500
999			_c329 _d329
005			20210904145439.0
008			190904b ||||| |||| 00| 0 eng d
020			_a9788131728048
082			_a332.645 _bHUL
100			_aHull, John C. _91061
245			_aSolutions manual for options, futures and other derivatives
260			_aNew Delhi _bPearson India Education Services Pvt. Ltd. _c2016
300			_av, 272 p.
365			_aINR _b699.00
504			_aPreface 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
520			_aAs 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
650			_aFutures -- Problems, exercises _91062
650			_aStock options -- Problems, exercises _91063
650			_aDerivative securities -- Problems, exercises _91064
942			_2ddc _cBK