Options, futures, and other derivatives
By: John C. Hull, Sankarshan Basu
Contributors: Basu, Sankarshan
Edition: 7th ed.
Publisher: Dorling Kindersley (India) Pvt. Ltd
Published: 2010
Place of publication: [Delhi]
Language: eng
Number of pages: 841
ISBN-13: 9788131723586
Subjects: Futures; Stock options; Derivative securities; Futures market; Employee stock options; Restricted stock options; Marchés à terme; Options d'achat d'actions; Instruments dérivés (Finances)
Other titles: DerivaGem software.
Description: Suitable for advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, or risk management, this text bridges the gap between theory and practice.
Notes: JRUL copy at EXQ41: CD-ROM missing.

Authorized adaptation from the United States edition, published by Pearson Education, Inc., publishing as Prentice Hall, 2010.

Includes bibliographical references and 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.