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| Material Type: | Internet resource |
|---|---|
| Document Type: | Book, Computer File, Internet Resource |
| All Authors / Contributors: |
John Hull |
| ISBN: | 9780136015864 0136015867 |
| OCLC Number: | 214063743 |
| Description: | xxii, 821 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.) |
| Contents: | Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- 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 -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales 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 -- Real options -- Derivatives mishaps and what we can learn from them. |
| Series Title: | Prentice Hall finance series. |
| Responsibility: | John C. Hull. |
| More information: |
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