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Options, Futures, and Other Derivatives by John C. Hull (Book Review)
 
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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 DISCLAIMER: This description contains affiliate links which means that if you click on one of the product links, I’ll receive a small commission for driving traffic to Amazon. Affiliate links help support this channel and allows me to continue to make videos like this. Thank you for the support this channel! Support this channel: https://streamlabs.com/dimitribianco
Views: 1390 Dimitri Bianco
Bootstrapping the Term Structure of Interest rates
 
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In this video, I demonstrate using a technique explained by John C Hull how to estimate zero coupon term structure. https://www.amazon.co.uk/Options-Futures-Other-Derivatives-Global/dp/1292212896/ref=sr_1_1?ie=UTF8&qid=1519645774&sr=8-1&keywords=john+c+hull+futures+options+and+derivatives
Views: 542 Brian Byrne
Option Greeks and Parameter Sensitivities 4
 
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To retrieve Excel file please follow link: http://1drv.ms/1hWPHuf To purchase John C Hull's book please follow link: http://www.amazon.com/Options-Futures-Other-Derivatives-9th/dp/0133456315/ref=sr_1_2/178-8249670-9496260?s=books&ie=UTF8&qid=1441285477&sr=1-2&refinements=p_27%3AJohn+C.+Hull&pebp=1441285481721&perid=0G24WXMSC6P3DWK6ZJ0K
Views: 326 Brian Byrne
Le meilleurs 10 Livres Anglais Commodities en 2018
 
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Le meilleurs 10 Livres Anglais Commodities en 2018 Cliquez link url énumérés ci-dessous : http://lemeilleurvendeur.com/le-meilleurs-10-livres-anglais-commodities-en-2018/ 1. Options, Futures, and Other Derivatives, Global Edition English Edition eBook 2. Amazon.fr - Encyclopedia of Chart Patterns - Thomas N. Bulkowski - Livres 3. Fund Custody and Administration English Edition eBook 4. Stack Silver Get Gold - How to Buy Gold and Silver Bullion without Getting Ripped Off! English Edition eBook 5. Amazon.fr - The Disciplined Trader - Douglas - Livres 6. Amazon.fr - Options, Futures, and Other Derivatives, Global Edition - John C. Hull - Livres 7. Amazon.fr - What I Learned Losing a Million Dollars - Jim Paul, Brendan Moynihan - Livres 8. Amazon.fr - Hedging Commodities 9. Amazon.fr - Guide to Financial Markets 10. Amazon.fr - The New Case for Gold - James Rickards - Livres
Views: 1 Elizabeth Balas
Option Greeks and Parameter Sensitivities 3
 
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To retrieve Excel File, please follow link: http://1drv.ms/1KtpVKC Option Greeks are estimated using an example from John C Hull's book 'Option, Futures and other Derivatives'. To get John's book please follow link: http://www-2.rotman.utoronto.ca/~hull/ofod/index.html or http://www.amazon.com/Options-Futures-Other-Derivatives-9th/dp/0133456315/ref=sr_1_2/178-8249670-9496260?s=books&ie=UTF8&qid=1441285477&sr=1-2&refinements=p_27%3AJohn+C.+Hull&pebp=1441285481721&perid=0G24WXMSC6P3DWK6ZJ0K
Views: 378 Brian Byrne
Probability and Statistics: Dual Book Review
 
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Probability and statistics are the foundation to research in both academia and industry. Risk management uses statistical models to interpret relationships and measure risk within banks and financial institutions. This book review looks at two books and compares them for an introduction to both statistics and probability. Neither book is outstanding but each have their own strengths. If you are looking for a more math based book I would get, Probability and Statistics for Engineering and the Sciences. If you are looking for a more general approach and don't have a strong math background I would get Probability and Statistical Inference. I rate both of these books 3/5 stars. If you are looking for a great statistics book I would look for another book besides these two. Probability and Statistical Inference by Hogg and Tanis: https://amzn.to/2vWG3RJ (affiliate) Probability & Statistics by Devore: https://amzn.to/2OID721 (affiliate) DISCLAIMER: This description contains affiliate links which means that if you click on one of the product links, I’ll receive a small commission for driving traffic to Amazon. Affiliate links help support this channel and allows me to continue to make videos like this. Thank you for the support this channel!
Views: 832 Dimitri Bianco
Speculating with options
 
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This video shows how to speculate with options. Download "Lecture Notes for Finance Students" at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3332543
John Hull on the FVA Debate and Liquidity Risk in OTC Derivatives | Numerix Video Blog
 
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http://blog.numerix.com | John Hull joins host Jim Jockle to discuss the FVA debate and the growing challenge of liquidity risk. Hull develops both sides of the OTC derivatives argument around funding value adjustment, as well as the calculation's relationship to other counterparty risk measures such as CVA and DVA. He then addresses the rising challenge of isolating and calculating liquidity risk.
Views: 4094 numerixanalytics
Pricing Options using Haug(The Classic Text) to Save Time and Energy
 
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The complete guide to option pricing formulas is a standard text used around the world containing formulas to evaluate various option prices which have been tried and tested saving you time and effort? If you write the code for some of these then you know that you can price pretty much anything and that it won't take you all that much time either? Next week we'll look at how you can access open source libraries where people have written the functions for you so that you don't have to and so that you could test your code against it to check that it is working?
Views: 28 Quant Channel
Introduction to Derivatives: Lesson 0 - Series Overview
 
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Lesson 0: Series Overview. Leave comments if you have any question or suggestion.
Views: 19 PepperChiliOil