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Options, futures, & other derivatives

Author: John Hull
Publisher: Upper Saddle River, N.J. ; London : Prentice Hall International, 1999.
Edition/Format:   Print book : English : 4th edView all editions and formats
Summary:

This text examines how academia and real-world practice have come together with common respect and focus for theory and practice. It provides a unifying approach in the calculation of all derivatives  Read more...

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Document Type: Book
All Authors / Contributors: John Hull
ISBN: 0130158224 9780130158222 0130224448 9780130224446
OCLC Number: 42833968
Notes: Previous edition: 1997.
Description: xix, 698 pages : illustrations ; 23 cm
Contents: 1. Introduction. 2. Futures Markets and the Use of Futures for Hedging. 3. Forward and Futures Prices. 4. Interest Rates and Duration. 5. Swaps. 6. Options Markets. 7. Properties of Stock Option Prices. 8. Trading Strategies Involving Options. 9. Introduction to Binomial Trees. 10. Model of the Behavior of Stock Prices. 11. The Black-Scholes Model. 12. Options on Stock Indices, Currencies, and Futures. 13. The Greek Letters. 14. Value at Risk. 15. Estimating Volatilities and Correlations. 16. Numerical Procedures. 17. Volatility Smiles and Alternatives to Black-Scholes. 18. Exotic Options. 19. Extensions of the Theoretical Framework for Pricing Derivatives: Martingales and Measures. 20. Interest Rate Derivatives: The Standard Market Models. 21. Interest Rate Derivatives: Models of the Short Rate. 22. Interest Rate Derivatives: More Advanced Models. 23. Credit Risk.
Responsibility: John C. Hull.

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