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" Options, futures, and other derivatives / "
John C. Hull.
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BL
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| Record Number
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623118
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dltt
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| Main Entry
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Hull, John,1946-
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| Title & Author
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Options, futures, and other derivatives /\ John C. Hull.
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| Edition Statement
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Eighth edition.
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| Page. NO
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xxi, 841 pages :: illustrations ;; 26 cm
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| ISBN
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9780132164948
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: 0132164949
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: 9780132777421
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: 0132777428
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: 0132165112 (CD-ROM)
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: 9780132165112 (CD-ROM)
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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1. Introduction -- 2. Mechanics of Futures Markets -- 3. Hedging Strategies Using Futures -- 4. Interest Rates -- 5. Determination of Forward and Futures Prices -- 6. Interest Rate Futures -- 7. Swaps -- 8. Securitization and the Credit Crisis of 2007 -- 9. Mechanics of Options Markets -- 10. Properties of Stock Options -- 11. Trading Strategies Involving Options -- 12. Binomial Trees -- 13. Wiener Processes and Ito's Lemma -- 14. The Black-Scholes-Merton Model -- 15. Employee Stock Options -- 16. Options on Stock Indices and Currencies -- 17. Options on Futures
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18. Greek Letters -- 19. Volatility Smiles -- 20. Basic Numerical Procedures -- 21. Value at Risk -- 22. Estimating Volatilities and Correlations -- 23. Credit Risk -- 24. Credit Derivatives -- 25. Exotic Options -- 26. More on Models and Numerical Procedures -- 27. Martingales and Measures -- 28. Interest Rate Derivatives: The Standard Market Models -- 29. Convexity, Timing, and Quanto Adjustments -- 30. Interest Rate Derivatives: Models of the Short Rate -- 31. Interest Rate Derivatives: HJM and LMM -- 32. Swaps Revisited -- 33. Energy and Commodit Derivatives -- 34. Real Options -- 35. Derivatives Mishaps and What We Can Learn from Them.
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| Subject
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Futures.
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Stock options.
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Derivative securities.
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| Dewey Classification
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332.64/52
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| LC Classification
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HG6024.A3H85 2012
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