skip to content
Options, futures and other derivatives Preview this item
ClosePreview this item

Options, futures and other derivatives

Author: John Hull
Publisher: Upper Saddle River, NJ [u.a.] : Pearson Education, 2010.
Edition/Format:   Print book : German : 7., rev. ed., int. edView all editions and formats

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and  Read more...


(not yet rated) 0 with reviews - Be the first.

More like this


Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...


Document Type: Book
All Authors / Contributors: John Hull
OCLC Number: 669791172
Description: 848 S.
Contents: Preface 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. Mechanics of Options Markets 9. Properties of Stock Options 10. Trading Strategies Involving Options 11. Binomial Trees 12. Wiener Processes and Ito's lemma 13. The Black-Scholes-Merton Model 14. Options on Stock Indices, Currencies, and Futures 15. The Greek Letters 16. Volatility Smiles 17. Basic Numerical Procedures 18. Value at Risk 19. Estimating Volatilities and Correlations 20. Credit Risk 21. Credit Derivatives 22. Exotic Options 23. Weather, Energy, and Insurance Derivatives 24. More on Models and Numerical Procedures 25. Martingales and Measures 26. Interest Rate Derivatives: The Standard Market Models 27. Convexity, Timing, and Quanto Adjustments 28. Interest Rate Derivatives: Models of the Short Rate 29. Interest Rate Derivatives: HJM and LMM 30. Swaps Revisited 31. Real Options 32. Derivatives Mishaps and What We Can Learn from Them Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for N(x) Author index Subject index
Responsibility: John C. Hull.


User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...


All user tags (1)

View most popular tags as: tag list | tag cloud

Similar Items

User lists with this item (1)

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data

Primary Entity

<> # Options, futures and other derivatives
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "669791172" ;
   library:placeOfPublication <> ; # Upper Saddle River, NJ u.a.
   library:placeOfPublication <> ;
   schema:author <> ; # John Hull
   schema:bookEdition "7., rev. ed., int. ed." ;
   schema:bookFormat bgn:PrintBook ;
   schema:datePublished "2010" ;
   schema:exampleOfWork <> ;
   schema:inLanguage "de" ;
   schema:name "Options, futures and other derivatives"@de ;
   schema:productID "669791172" ;
   schema:publication <> ;
   schema:publisher <> ; # Pearson Education
   wdrs:describedby <> ;

Related Entities

<> # Pearson Education
    a bgn:Agent ;
   schema:name "Pearson Education" ;

<> # Upper Saddle River, NJ u.a.
    a schema:Place ;
   schema:name "Upper Saddle River, NJ u.a." ;

Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.