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for (Chapter 1 – 26) Options Futures and Other Derivatives 10th Edition Hull\n for (Chapter 1 – 26) Options Futures and Other Derivatives 10th Edition John C. Hull, ISBN-10: 013447208X, ISBN-13: 9780134472089\nTable of Contents\n1. Introduction\n2. Futures markets and central counterparties\n3. Hedging strategies using futures\n4. Interest rates\n5. Determination of forward and futures prices\n6. Interest rate futures\n7. Swaps\n8. Securitization and the credit crisis of 2007\n9. XVAs\n10. Mechanics of options markets\n11. Properties of stock options\n12. Trading strategies involving options\n13. Binomial trees\n14. Wiener processes and Itô’s lemma\n15. The Black—Scholes—Merton model\n16. Employee stock options\n17. Options on stock indices and currencies\n18. Futures options and Black’s model\n19. The Greek letters\n20. Volatility smiles\n21. Basic numerical procedures\n22. Value at risk and expected shortfall\n23. Estimating volatilities and correlations\n24. Credit risk\n25. Credit derivatives\n26. Exotic options\n[ NOT available for Chapter 27 to 37]\n27. More on models and numerical procedures\n28. Martingales and measures\n29. Interest rate derivatives: The standard market models\n30. Convexity, timing, and quanto adjustments\n31. Equilibrium models of the short rate\n32. No-arbitrage models of the short rate\n33. HJM, LMM, and multiple zero curves\n34. Swaps Revisited\n35. Energy and commodity derivatives\n36. Real options\n37. Derivatives mishaps and what we can learn from them
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