An edition of Options, futures, and other derivatives
(2010)
Options, futures, and other derivatives
7th ed.
by Hull, John
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Suitable for advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, or risk management, this text bridges the gap between theory and practice.
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Previews available in: English
| Edition | Availability |
|---|---|
1
Options, futures, and other derivatives
2012, Pearson Eduation Limited and Associated Companies throughout the world
in English
- 8th ed., Global ed.
0273759078 9780273759072
|
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|
2
Options, futures, and other derivatives
2010, Dorling Kindersley (India) Pvt. Ltd
in English
- 7th ed.
8131723585 9788131723586
|
aaaa
|
Book Details
Table of 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.
Edition Notes
JRUL copy at EXQ41: CD-ROM missing.
Authorized adaptation from the United States edition, published by Pearson Education, Inc., publishing as Prentice Hall, 2010.
Includes bibliographical references and index.
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- Created July 27, 2022
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| December 5, 2022 | Edited by ImportBot | import existing book |
| July 27, 2022 | Created by ImportBot | Imported from Internet Archive item record |