Options, futures, and other derivatives [Book] / John C. Hull.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9788131790311
- 332.64 52 22
- 332.6452
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
![]() |
Junaid Zaidi Library, COMSATS University Islamabad | 332.6452 HUL-O (Browse shelf(Opens below)) | Available | 48250 |
Originally published by Prentice Hall, 2012. (ISBN 9780132164948)
Includes bibliographical references and index.
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. Securitization and the Credit Crisis of 2007 -- 9. Mechanics of Options Markets -- 10. Properties of Stock Options -- 11. Trading Strategies Involving Options -- 12. Binomial Trees -- 13. Wiener Processes and Ito's Lemma -- 14. The Black-Scholes-Merton Model -- 15. Employee Stock Options -- 16. Options on Stock Indices and Currencies -- 17. Options on Futures.
18. Greek Letters -- 19. Volatility Smiles -- 20. Basic Numerical Procedures -- 21. Value at Risk -- 22. Estimating Volatilities and Correlations -- 23. Credit Risk -- 24. Credit Derivatives -- 25. Exotic Options -- 26. More on Models and Numerical Procedures -- 27. Martingales and Measures -- 28. Interest Rate Derivatives: The Standard Market Models -- 29. Convexity, Timing, and Quanto Adjustments -- 30. Interest Rate Derivatives: Models of the Short Rate -- 31. Interest Rate Derivatives: HJM and LMM -- 32. Swaps Revisited -- 33. Energy and Commodit Derivatives -- 34. Real Options -- 35. Derivatives Mishaps and What We Can Learn from Them.
The eighth edition has been updated and improvedfeaturing a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued. Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics.
There are no comments on this title.