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Solution Manual for Options Futures and Other Derivatives 10th Edition by Hull

Solution Manual for Options Futures and Other Derivatives 10th Edition by Hull

Solution Manual for Options Futures and Other Derivatives 10th Edition by Hull for only $29.99

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Solution Manual for Options Futures and Other Derivatives 10th Edition by Hull
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Table of Contents

Table of ContentTable of Contents1. Introduction2. Futures markets and central counterparties3. Hedging strategies using futures4. Interest rates5. Determination of forward and futures prices6. Interest rate futures7. Swaps8. Securitization and the credit crisis of 20079. XVAs10. Mechanics of options markets11. Properties of stock options12. Trading strategies involving options13. Binomial trees14. Wiener processes and Itô’s lemma15. The Black—Scholes—Merton model16. Employee stock options17. Options on stock indices and currencies18. Futures options and Black’s model19. The Greek letters20. Volatility smiles21. Basic numerical procedures22. Value at risk and expected shortfall23. Estimating volatilities and correlations24. Credit risk25. Credit derivatives26. Exotic options27. More on models and numerical procedures28. Martingales and measures29. Interest rate derivatives: The standard market models30. Convexity, timing, and quanto adjustments31. Equilibrium models of the short rate32. No-arbitrage models of the short rate33. HJM, LMM, and multiple zero curves34. Swaps Revisited35. Energy and commodity derivatives36. Real options

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