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Options, futures and other derivatives
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Options, futures and other derivatives

Author: John Hull
Publisher: Upper Saddle River, NJ : Prentice Hall, ©2009.
Series: Prentice Hall finance series.
Edition/Format: Book : CD for computer : English : 7th edView all editions and formats
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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.
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