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John C. Hull

Book / UndatedSMQ / 21953113412687

Options, Futures, and Other Derivatives, Ninth Global Edition

John C. Hull

credit risk / derivativesResource overview

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The Binomial Model
Build replication and risk-neutral probabilities in a tractable model.
Market Model and Risk-Neutral Valuation
Distinguish pricing probabilities from physical forecasts.
Conditional Expectation
Understand what it means to condition on current information.
Stochastic Processes, Brownian Motion and Itô's Lemma
Follow Brownian dynamics and the second-order term in Itô calculus.

The Black-Scholes PDE, Formula and Implied Volatility
Connect the pricing equation, closed-form value and implied volatility.
Simulating SDEs
Translate continuous dynamics into a numerical experiment.

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