عنوان

Options, futures and other derivatives

.Language of Text, Soundtrack etc

لاتين

First Statement of Responsibility

John C. Hull

Title Proper by Another Author

1946-

Title Proper

Options, futures and other derivatives

Edition Statement

7th ed

Date of Publication, Distribution, etc.

2009

Specific Material Designation and Extent of Item

xii, 822 p.: ill

Text of Note

مرجع به حساب نمي آيد

Text of Note

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

Entry Element

Futures

Entry Element

Stock options

Entry Element

Derivative securities

Class number

Entry Element

مولف

Relator Code

Hull, John