Options, Futures, and Other Derivatives, Global Edition by John Hull Paperback

Product Description

A delicate balance of mathematical sophistication.

• Nonessential mathematical material has been eliminated or included in end-of-chapter appendices and the technical notes on the author’s website.
• Concepts that are likely to be new to many readers have been explained carefully.
• UPDATED - Numerical examples have been included for added clarity.?

• NEW - Overnight reference rates that will replace LIBOR at the end of 2021, and their impact on valuation models.
• NEW - Rough volatility models which have in the last few years been found to fit volatility surfaces (Chapter 27).
• NEW - Machine learning in the pricing and hedging of derivatives.
• NEW - The fractional Brownian motion in the discussion on Wiener processes.
• NEW - Changes in the regulatory environment, including Basel IV.

Product Details

• ISBN: 9781292410654
• Format: Paperback
• Title: Options, Futures, and Other Derivatives, Global Edition by John Hull Paperback

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