Options, futures, and other derivatives /
Hull, John
Options, futures, and other derivatives / John Hull - 8th ed., Global ed. - Boston, Mass. : Pearson, 2012 - xxi, 847 p. : ill. ; 26 cm. + 1 CD-ROM
Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito's lemma -- The black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingals and measures -- Interest rate derivatives : the standard market models -- Convexity, timing, and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Derivatives markets in developing countries
9780273759072
Derivative securities
Derivative securitiesxProblems, exercises, etc
332.645 / H913O
Options, futures, and other derivatives / John Hull - 8th ed., Global ed. - Boston, Mass. : Pearson, 2012 - xxi, 847 p. : ill. ; 26 cm. + 1 CD-ROM
Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito's lemma -- The black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingals and measures -- Interest rate derivatives : the standard market models -- Convexity, timing, and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Derivatives markets in developing countries
9780273759072
Derivative securities
Derivative securitiesxProblems, exercises, etc
332.645 / H913O
