5/5 Star review for Options, Futures, and Other Derivatives.
This book is a great book for a vast over view of financial engineering. I highly recommend this book as a starter book for financial engineering masters students or those who want to be traders in any products. The book does a great job at explaining theory, math, and industry practices.
This book is not meant to cover all financial engineering at a great depth. To really dive deep in specific areas of financial engineering you will need to get other books that specialize in each topics.
Buy the book here: https://amzn.to/2P2weZs
TABLE OF CONTENTS
Chapter 1. Introduction
Chapter 2. Mechanics of Futures Markets
Chapter 3. Hedging Strategies Using Futures
Chapter 4. Interest Rates
Chapter 5. Determination of Forward and Futures Prices
Chapter 6. Interest Rate Futures
Chapter 7. Swaps
Chapter 8. Securitization and the Credit Crisis of 2007
Chapter 9. Mechanics of Options Markets
Chapter 10. Properties of Stock Options
Chapter 11. Trading Strategies Involving Options
Chapter 12. Binomial Trees
Chapter 13. Wiener Processes and Ito’s Lemma
Chapter 14. The Black-Scholes-Merton Model
Chapter 15. Employee Stock Options
Chapter 16. Options on Stock Indices and Currencies
Chapter 17. Options on Futures
Chapter 18. Greek Letters
Chapter 19. Volatility Smiles
Chapter 20. Basic Numerical Procedures
Chapter 21. Value at Risk
Chapter 22. Estimating Volatilities and Correlations
Chapter 23. Credit Risk
Chapter 24. Credit Derivatives
Chapter 25. Exotic Options
Chapter 26. More on Models and Numerical Procedures
Chapter 27. Martingales and Measures
Chapter 28. Interest Rate Derivatives: The Standard Market Models
Chapter 29. Convexity, Timing, and Quanto Adjustments
Chapter 30. Interest Rate Derivatives: Models of the Short Rate
Chapter 31. Interest Rate Derivatives: HJM and LMM
Chapter 32. Swaps Revisited
Chapter 33. Energy and Commodity Derivatives
Chapter 34. Real Options
Chapter 35. Derivatives Mishaps and What We Can Learn from Them
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Mechanics of Swaps
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Options, Futures, and Other Derivatives
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Professor John Hull, Professor of Derivatives and Risk Management at Toronto University's Joseph L Rotman School of Management, explains how derivatives can be a force for the good, including helping to find a cure for cancer. He also speaks to Colin Williams, , Director Of Business Development at D-Wave Systems, about delta hedging, volatility and negative rates at Global Derivatives 2016.

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Transform a Liability with Swaps
Transform an Asset with Swaps
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Valuing Currency Swaps as Bonds and as a Portfolio of FRAs
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Questions 1.3, 1.5, 1.6, 1.16
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The Comparative Advantage Argument for Swaps
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Duration
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Forward Price of an Investment Asset
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Forward Rate Agreements - an example
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Day Count Conventions for Fixed Income Securities
Quotation Conventions for US T-Bills and US T-Bonds
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Cheapest-To-Deliver
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Forward Rate Agreements (FRAs)
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Forward Price of an Investment asset with No Income
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Options, Futures, and Other Derivatives
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Currency Swaps
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Determine a Futures Price for a T-Bond Futures Contract
assuming Cheapest-to-Deliver and Delivery Time is Known
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Valuing Swaps as a Portfolio of FRAs
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Forward Rate Agreements - Settlement and Valuation
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Questions 1.22, 1.23
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Forward Price of an Investment asset with Known Yield
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Valuation of a Forward or Future price on a Currency - Example
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Valuing Swaps in terms of bonds
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Treasury Bond Futures
Conversion Factors for the Cheapest to Deliver Bond
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INSTANT ACCESS OPTIONS FUTURES AND OTHER DERIVATIVES 9TH EDITION HULL TEST BANK
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http://testbanksite.com/finance-test-bank/options-futures-and-other-derivatives-test-bank/options-futures-and-other-derivatives-9th-edition-hull-test-bank

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Trevor Tommi

Note: An error in editing has been corrected - roughly 3 minutes were erroneously left out - that has been fixed now
Converting continuous compounding into other periodicities
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Duration-Based Hedging
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Duration and Convexity
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Theories of the Term Structure of Interest Rates
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Determine LIBOR/Swap Zero Rates
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Options, Futures, and Other Derivatives
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Using Eurodollar Futures to Calculate Zero Rates
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Forward rates calculated from zero rates or spot rates
For a more detailed explanation of forward rates https://youtu.be/6nId32MDUAw
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Forward rates calculated from zero rates or spot rates continued
For a more detailed explanation of forward rates https://youtu.be/6nId32MDUAw
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