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Name: Options, Futures, and Other Derivatives, 10th Edition
Author: John C. Hull
Type: Test Bank
From Chapters: 01-37 (Complete Chapters), Odds and Evens
The file contains COMPLETE Test Bank questions to ALL chapters in the main textbook.
Test Bank contains questions and answers that Professors will use them as questions in the quizzes/ exams.
Answers in test bank always provide with hints, explainations, and sometimes the steps or “work done” to complete the problem.
As far as I know, you can’t buy this unless you teach the course.
This test bank is a must have, as it:
:: Provides you with test questions that professors will use on the exams right out of this test bank.
:: Well prepared to every exam;
:: To double check your own questions and complete your quizzes, exams, and homework assignments faster and more accurately;
:: Saves you 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 Test Bank Content:
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
8. Securitization and the credit crisis of 2007
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!