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  • Sách/Book


  • Authors: John C. Hull (2018)

  • The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.

  • Sách/Book


  • Authors: John C. Hull (2018)

  • OIS discounting is now used throughout the book. This makes the presentation of the material more straightforward and more theoretically appealing. A rewrite of the chapter on swaps (Chapter 7) to improve presentation and reflect changing market practices. A new chapter (Chapter 9) on valuation adjustments (CVA, DVA, FVA, MVA, and KVA).