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Options, futures, and other derivatives / John C. Hull.

By: Material type: TextTextPublication details: Boston : Pearson, 2015.Edition: Ninth editionDescription: xxi, 869p. : ill. ; 27 cmISBN:
  • 9780133456318
Subject(s): DDC classification:
  • 332.64/5 23
LOC classification:
  • HG6024.A3 .H913 2015
Contents:
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- OIS discounting, credit issues, and funding costs -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Itô's lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk - Extimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- 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 -- HJM, LMM, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them.
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Holdings
Item type Home library Collection Call number Copy number Status Date due Barcode
Open Shelf Books Open Shelf Books Al-Ghazali Library OS HG6024.A3 .H913 2015 (Browse shelf(Opens below)) 1/3 Available GHAZ16096547
Open Shelf Books Open Shelf Books Al-Ghazali Library OS HG6024.A3 .H913 2015 (Browse shelf(Opens below)) 2/3 Available GHAZ16096548
Open Shelf Books Open Shelf Books Al-Ghazali Library OS HG6024.A3 .H913 2015 (Browse shelf(Opens below)) 3/3 Available GHAZ16096549

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 -- Securitization and the credit crisis of 2007 -- OIS discounting, credit issues, and funding costs -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Itô's lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk - Extimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- 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 -- HJM, LMM, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them.