Technical Notes

Available on the Author’s Website www-2.rotman.utoronto.ca/~hull/technicalnotes

  1. Convexity Adjustments to Eurodollar Futures

  2. Properties of the Lognormal Distribution

  3. Warrant Valuation When Value of Equity plus Warrants Is Lognormal

  4. Exact Procedure for Valuing American Calls on Stocks Paying a Single Dividend

  5. Calculation of the Cumulative Probability in a Bivariate Normal Distribution

  6. Differential Equation for Price of a Derivative on a Stock Paying a Known Dividend Yield

  7. Differential Equation for Price of a Derivative on a Futures Price

  8. Analytic Approximation for Valuing American Options

  9. Generalized Tree-Building Procedure

  10. The Cornish–Fisher Expansion to Estimate VaR

  11. Manipulation of Credit Transition Matrices

  12. Calculation of ...

Get Options, Futures, and Other Derivatives, Ninth Edition now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.

Start your free trial