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MARC view
Options, futures and other derivatives / John C. Hull.
Publication details: Upper Saddle River, NJ : Prentice Hall, c2009.Edition: 8th edDescription: xxi, 847 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)Content type:- text
- unmediated
- volume
- 9780273759072
- HG 6024 .A3 H85 2009
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 -- 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 -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating 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 -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Derivatives markets in developing countries.
| Item type | Current library | Home library | Shelving location | Call number | Status | Barcode | |
|---|---|---|---|---|---|---|---|
Books
|
American University in Dubai | American University in Dubai | Main Collection | HG 6024 .A3 H85 2009 (Browse shelf(Opens below)) | Available | 5054718 |
Browsing American University in Dubai shelves, Shelving location: Main Collection Close shelf browser (Hides shelf browser)
| HG 6024 .A3 H84 2011 Fundamentals of futures and options markets / | HG 6024.A3 H84 2014 Fundamentals of futures and options markets / | HG 6024 .A3 H85 2003 Options, futures & other derivatives / | HG 6024 .A3 H85 2009 Options, futures and other derivatives / | HG 6024 .A3 J638 1999 Derivatives : a managers guide to the world's most powerful financial instruments / | HG 6024.A3 J665 2008 C++ design patterns and derivatives pricing / | HG 6024 .A3 K385 2001 Structured equity derivatives : the definitive guide to exotic options and structured notes / |
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 -- 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 -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating 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 -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Derivatives markets in developing countries.
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