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Options, futures, and other derivatives

Author: John Hull
Publisher: Boston : Pearson, [2015]
Edition/Format:   Print book : English : Ninth editionView all editions and formats
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Document Type: Book
All Authors / Contributors: John Hull
ISBN: 9780133456318 0133456315
OCLC Number: 862928890
Description: xxi, 869 pages : illustrations ; 27 cm
Contents: Introduction --
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 --
OIS discounting, credit issues, and funding costs --
Mechanics of options markets --
Properties of stock options --
Trading strategies involving options --
Binomial trees --
Wiener processes and Itô'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 --
Value at risk --
Extimating volatilities and correlations --
Credit risk --
Credit derivatives --
Exotic options --
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 --
HJM, LMM, and multiple zero curves --
Swaps revisited --
Energy and commodity derivatives --
Real options --
Derivatives mishaps and what we can learn from them.
Responsibility: John C. Hull.

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