{"product_id":"pearson-options-futures-and-other-derivatives-11th-edition","title":"Pearson Options, Futures, and Other Derivatives 11th Edition","description":"\u003ch2\u003eOptions, Futures, and Other Derivatives, 11th Edition by John C. Hull (Pearson)\u003c\/h2\u003e\u003cp\u003eFor over three decades, \u003cstrong\u003eOptions, Futures, and Other Derivatives\u003c\/strong\u003e by \u003cstrong\u003eJohn C. Hull\u003c\/strong\u003e has been the definitive textbook on derivatives and financial risk management — the gold standard reference used by finance students, academics, and practitioners around the world. Now in its fully updated \u003cstrong\u003e11th Edition\u003c\/strong\u003e, this comprehensive volume continues to set the benchmark for clarity, rigour, and real-world relevance in the teaching of derivatives markets.\u003c\/p\u003e\u003cp\u003eFrom the fundamentals of futures and options markets to the complexities of exotic derivatives, credit risk, and interest rate models, Hull covers the full spectrum of derivative instruments with mathematical precision and practical insight. The 11th Edition incorporates the latest developments in financial markets, regulatory changes, and quantitative methods — making it as relevant today as it has ever been.\u003c\/p\u003e\u003cp\u003eWhether you are a student preparing for a career in finance, a CFA or FRM candidate, or a practitioner seeking a comprehensive reference, \u003cstrong\u003eOptions, Futures, and Other Derivatives\u003c\/strong\u003e is the one book you need.\u003c\/p\u003e\u003ch3\u003eKey Topics Covered\u003c\/h3\u003e\u003cul\u003e\n\u003cli\u003eFutures and forward markets: pricing, hedging strategies, and interest rate futures\u003c\/li\u003e\n\u003cli\u003eOptions markets: properties, trading strategies, binomial trees, and the Black-Scholes-Merton model\u003c\/li\u003e\n\u003cli\u003eGreeks: Delta, Gamma, Theta, Vega, and Rho — and their role in risk management\u003c\/li\u003e\n\u003cli\u003eExotic options, volatility smiles, and value at risk (VaR)\u003c\/li\u003e\n\u003cli\u003eInterest rate derivatives: swaps, caps, floors, and swaptions\u003c\/li\u003e\n\u003cli\u003eCredit derivatives: credit default swaps (CDS) and structured products\u003c\/li\u003e\n\u003cli\u003eEnergy and commodity derivatives, weather derivatives, and real options\u003c\/li\u003e\n\u003cli\u003eNumerical procedures: Monte Carlo simulation and finite difference methods\u003c\/li\u003e\n\u003c\/ul\u003e\u003ch3\u003eWho This Book Is For\u003c\/h3\u003e\u003cul\u003e\n\u003cli\u003eUndergraduate and postgraduate students in finance, economics, and financial engineering\u003c\/li\u003e\n\u003cli\u003eCFA, FRM, and other professional finance certification candidates\u003c\/li\u003e\n\u003cli\u003eQuantitative analysts, risk managers, and derivatives traders\u003c\/li\u003e\n\u003cli\u003eAcademics and instructors teaching derivatives and financial markets courses\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003e\u003cstrong\u003eFormat:\u003c\/strong\u003e Paperback  |  \u003cstrong\u003eEdition:\u003c\/strong\u003e 11th Edition  |  \u003cstrong\u003eAuthor:\u003c\/strong\u003e John C. Hull  |  \u003cstrong\u003ePublisher:\u003c\/strong\u003e Pearson  |  \u003cstrong\u003eISBN:\u003c\/strong\u003e 9789392970962\u003c\/p\u003e\u003cp\u003eThe world’s most trusted derivatives textbook — now in its 11th Edition. Order your copy of \u003cstrong\u003eOptions, Futures, and Other Derivatives\u003c\/strong\u003e today from NYBooksHub.\u003c\/p\u003e","brand":"NYBooksHub","offers":[{"title":"Default Title","offer_id":48804725162239,"sku":null,"price":24.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0794\/2809\/2159\/files\/71NVCO3TVHL._SL1500.jpg?v=1783518910","url":"https:\/\/nybookshub.com\/products\/pearson-options-futures-and-other-derivatives-11th-edition","provider":"NYBooksHub","version":"1.0","type":"link"}