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Options, Futures and Other Derivatives, Global Edition - John C. Hull

Options, Futures and Other Derivatives, Global Edition

Paperback Published: 25th June 2017
ISBN: 9781292212890
Number Of Pages: 896

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For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets


Practitioners refer to it as “the bible;” in the university and college marketplace it’s the best seller; and now it’s been revised and updated to cover the industry’s hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today’s derivatives markets.



This program provides a better teaching and learning experience—for you and your students. Here’s how:

  •    NEW! Available with a new version of DerivaGem software—including two Excel applications, the Options Calculator and the Applications Builder
  •    Bridges the gap between theory and practice—a best-selling college text, and considered “the bible” by practitioners, it provides the latest information in the industry
  •    Provides the right balance of mathematical sophistication—careful attention to mathematics and notation
Offers outstanding ancillaries to round out the high quality of the teaching and learning package

  • 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’s Lemma
  • 15. The Black-Scholes-Merton Model
  • 16. Employee Stock Options
  • 17. Options on Stock Indices and Currencies
  • 18. Options on Futures
  • 19. Greek Letters
  • 20. Volatility Smiles
  • 21. Basic Numerical Procedures
  • 22. Value at Risk
  • 23. Estimating Volatilities and Correlations for Risk Management
  • 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
  • Table for N(x) when x≤ 0
  • Table for N(x) when x≥0
  • Author index
  • Subject index

ISBN: 9781292212890
ISBN-10: 1292212896
Audience: Tertiary; University or College
Format: Paperback
Language: English
Number Of Pages: 896
Published: 25th June 2017
Publisher: Pearson Education Limited
Country of Publication: GB
Dimensions (cm): 25.0 x 20.4  x 3.0
Weight (kg): 1.5
Edition Number: 9

Earn 215 Qantas Points
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