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Options, futures and other derivatives /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Options, futures and other derivatives /John C. Hull.
Author:	Hull, John,
Published:	Upper Saddle River, NJ :Prentice Hall,c2009.
Description:	xxii, 814 p. :ill. ;26 cm. +1 CD-ROM (4 3/4 in.)
Subject:	Futures.
ISBN:	9780135009949 (International ed. : pbk.)

Options, futures and other derivatives /
Hull, John,1946-

Options, futures and other derivatives /John C. Hull. - 7th ed. - Upper Saddle River, NJ :Prentice Hall,c2009. - xxii, 814 p. :ill. ;26 cm. +1 CD-ROM (4 3/4 in.)

Includes bibliographical references and indexes.

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.

ISBN: 9780135009949 (International ed. : pbk.)

LCCN: 2008010842

Nat. Bib. No.: GBA889275bnbSubjects--Topical Terms:

209198
Futures.

LC Class. No.: HG6024.A3 / H85 2009

Dewey Class. No.: 332.64/5

Options, futures and other derivatives /
LDR:01866cam 2200253 a 450 001 210265
003 DLC
005 20090618130447.0
008 090730s2009 njua b 001 0 eng
010 $a 2008010842
015 $a GBA889275 $2 bnb
020 $a 9780135009949 (International ed. : pbk.)
020 $a 0135009944 (Internatioal ed. : pbk.) : $c NT981
020 $a 9780136015864 (hbk.)
020 $a 0136015867 (hbk.)
035 $a 00381325
040 $a DLC $c DLC $d DLC
050 0 0 $a HG6024.A3 $b H85 2009
082 0 0 $a 332.64/5 $2 22
100 $a Hull, John, $d 1946- $3 209197
245 1 0 $a Options, futures and other derivatives / $c John C. Hull.
250 $a 7th ed.
260 $a Upper Saddle River, NJ : $c c2009. $b Prentice Hall,
300 $a xxii, 814 p. : $b ill. ; $c 26 cm. + $e 1 CD-ROM (4 3/4 in.)
504 $a Includes bibliographical references and indexes.
505 0 $a 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.
650 $a Futures. $3 209198
650 $a Stock options. $3 209199
650 $a Derivative securities. $3 200051