Options, Futures, and Other Derivatives, 10th Edition Solutions Manual by John C. Hull

Options, Futures, and Other Derivatives, 10th Edition Solutions Manual by John C. Hull

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Name: Options, Futures, and Other Derivatives, 10th Edition
Author: John C. Hull
Edition: 10
ISBN-10: 013447208X
ISBN-13: 978-0134472089
Type: Solutions Manual

From Chapters: 01-37 (Complete Chapters), Odds and Evens

The file contains COMPLETE worked solutions to ALL chapters and ALL questions in the main textbook.

Solutions Manual is for the Answers to the Chapters questions of the textbook.

They also show the steps or “work done” to complete the problem. Solutions are always provided with hints.

As far as I know, you can’t buy this unless you teach the course.

This Solutions Manual is a must have, as it:

:: Provides you with accurate answers to all problems, evens and odds.
:: Reduces the hassle and stress of student life.
:: Increases you chances of passing expensive courses with a good grade.
:: Is a great investment toward graduation.
:: The digital download allows for Immediate delivery.

You will be able to download the file immediatly after payment is submitted. The download link will appear at the checkout page and it will be emailed to as well.

Complete Solutions Manual Content:
1. Introduction
2. Futures markets and central counterparties
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. XVAs
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. Futures options and Black’s model
19. The Greek letters
20. Volatility smiles
21. Basic numerical procedures
22. Value at risk and expected shortfall
23. Estimating volatilities and correlations
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. Equilibrium models of the short rate
32. No-arbitrage models of the short rate
33. HJM, LMM, and multiple zero curves
34. Swaps Revisited
35. Energy and commodity derivatives
36. Real options
37. Derivatives mishaps and what we can learn from them

All items are AAA quality. Not just like those offered by others. I will reply all emails. Satisfaction guaranteed! You will not regret buying it!