TY  - BOOK
AU  - Hull,John
TI  - Options, futures, and other derivatives
SN  - 9780273759072
U1  - 332.645 
PY  - 2012///
CY  - Boston, Mass.
PB  - Pearson
KW  - Derivative securities
KW  - Derivative securitiesœxProblems, exercises, etc
N1  - 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
ER  -