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Options, futures, and other derivatives

Author: John Hull
Publisher: Upper Saddle River, N.J. : Pearson/Prentice Hall, ©2006.
Edition/Format:   Book : CD for computer : Program   Computer File : English : 6th edView all editions and formats
Database:WorldCat
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Genre/Form: CD-ROM
Material Type: Program, Internet resource
Document Type: Book, Computer File, Internet Resource
All Authors / Contributors: John Hull
ISBN: 0131499084 9780131499089 0131977059 9780131977051 0131499092 9780131499096
OCLC Number: 60321487
Description: xxii, 789 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)
Details: System requirements for accompanying disc: Windows 2000, NT, ME, XP.
Contents: 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. Binomnial trees --
12. Wiener processes and It6's lemma --
13. The Black-Scholes-Merton m odel --
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.
Responsibility: John C. Hull.
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