Description
PEARSON INDIA Options Futures And Other Derivatives 10Th Edition by JOHN C HULL
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).