Author: John C.Hull
A trading book:
- Trading books are a form of accounting ledger that contains records of all tradeable financial assets of a bank.
- Trading books are subject to gains and losses that affect the financial institution directly.
- Losses in a bank’s trading book can have a cascading effect on the global economy, such as those that occurred during the 2008 financial crisis.
Options, Futures & Other Derivatives . Solutions Manual
Sale Page : John C.Hull
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He is a author of selected publications such as:
- Interest Rate Trees: Extensions and Applications, Quantitative Finance, 18, 7 (2018): 1199-1209 (with Alan White)
- Optimal Delta Hedging for Options, Journal of Banking and Finance, 82 (Sept 2017): 180-190 (with Alan White)
- A Generalized Procedure for Building Trees for the Short Rate and its Application to Determining Market Implied Volatility Functions, Quantitative Finance, 15,3 (2015): 443-454 (with Alan White)
- Collateral and Credit Issues in Derivatives Pricing, Journal of Credit Risk, 10, 3 (2014): 3-28
- The Risk of Tranches Created from Residential Mortgages; with Alan White; Financial Analysts Journal; Issue: 66, 5; 2010; Pages: 54-67
John C. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.
He is a respected researcher in the academic field of quantitative finance (see for example the Hull-White model) and is the author of two books on financial derivatives that are widely used texts for market practitioners: “Options, Futures, and Other Derivatives” and “Fundamentals of Futures and Options Markets”.
Hull is an editor of the Journal of Derivatives (since 1993), The Review of Derivatives Research (since 1993), the Journal of Derivatives Use, Trading & Regulation (since 1994), the Canadian Journal of Administrative Studies (since 1996), the Journal of Risk (since 1998), the Journal of Bond Trading and Management (since 2001), the Journal of Derivatives Accounting (since 2002) and the Journal of Credit Risk (since 2004).
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