Options, futures and other derivatives
By: John C. Hull.
Edition: 7th ed.
Publisher: Prentice Hall
Published: 2008
Place of publication: Upper Saddle River, NJ
Language: eng
ISBN-13: 9780136015864
Subjects: Futures; Stock options; Derivative securities
Notes: Includes index.
Table of contents: title: Introduction; title: Mechanics of futures markets; title: Hedging strategies using futures; title: Interest rates; title: Determination of forward and futures prices; title: Interest rate futures; title: Swaps; title: Mechanics of options markets; title: Properties of stock options; title: Trading strategies involving options; title: Binomial trees; title: Wiener processes and Ito's Lemma; title: The Black-Scholes-Merton model; title: Employee stock options; title: Options on stock indices and currencies; title: Options on futures; title: Greek letters; title: Volatility smiles; title: Basic numerical procedures; title: Value at risk; title: Estimating volatilities and correlations for risk management; title: Credit risk; title: Credit derivatives; title: Exotic options; title: Insurance, weather, and energy derivatives; title: More on models and numerical procedures; title: Martingales and measures; title: Interest rate derivatives : the standard market models; title: Convexity, timing and quanto adjustments; title: Interest rate derivatives : models of the short rate; title: Interest rate derivatives : HJM and LMM; title: Swaps revisited; title: Real options; title: Derivatives mishaps and what we can learn from them.