Solutions manual for options, futures and other derivatives

Preface Introduction Mechanics of Futures Markets Hedging Strategies Using Futures Interest Rates Determination of Forward and Futures Prices Interest Rate Futures Swaps Mechanics of Options Markets Properties of Stock Options Trading Strategies Involving Options Binomial Trees Wiener Processes and Ito’s lemma The Black-Scholes-Merton Model Options on Stock Indices, Currencies, and Futures The Greek Letters Volatility Smiles Basic Numerical Procedures Value at Risk Estimating Volatilities and Correlations Credit Risk Credit Derivatives Exotic Options Weather, Energy, and Insurance Derivatives More on Models and Numerical Procedures Martingales and Measures Interest Rate Derivatives: The Standard Market Models Convexity, Timing, and Quanto Adjustments Interest Tate Derivatives: Models of the Short Rate Interest Rate Derivatives: HJM and LMM Swaps Revisited Real Options Derivatives Mishaps and What We Can Learn from Them

As in the sixth edition, end-of-chapter problems are divided into two groups: "Questions and Problems" and "Assignment Questions". Solutions to the Questions and Problems are in Options, Futures, and Other Derivatives 7e: Solutions Manual which is published by Pearson and can be purchased by students