Options, futures and other derivatives

7th ed.
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Options, futures and other derivatives
Hull, John, Hull, John
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Last edited by OL-00
February 14, 2024 | History

Options, futures and other derivatives

7th ed.
  • 34 Want to read
  • 1 Currently reading
  • 1 Have read

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Publish Date
Publisher
Prentice Hall
Language
English

Buy this book

Edition Availability
Cover of: Options, futures and other derivatives
Options, futures and other derivatives
2008, Prentice Hall
in English - 7th ed.
Cover of: Options, futures, and other derivatives
Options, futures, and other derivatives
2005, Pearson, Prentice Hall
in English - 6th ed.
Cover of: Options, futures, & other derivatives
Options, futures, & other derivatives
2003, Prentice Hall
in English - 5th ed.
Cover of: Options, futures & other derivatives
Options, futures & other derivatives
2000, Prentice Hall International
in English - 4th international ed.
Cover of: Options, futures, and other derivatives
Options, futures, and other derivatives
1997, Prentice Hall, Prentice-Hall International
in English - 3rd ed.
Cover of: Options, futures, and other derivatives
Options, futures, and other derivatives
1997, Prentice Hall
in English - 3rd ed.

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Book Details


Table of Contents

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.

Edition Notes

Includes index.

Published in
Upper Saddle River, NJ

Classifications

Dewey Decimal Class
332.64/5
Library of Congress
HG6024.A3 H85 2008

The Physical Object

Pagination
p. cm.

Edition Identifiers

Open Library
OL18893988M
ISBN 13
9780136015864
LCCN
2008010842
LibraryThing
124376
Goodreads
2058223

Work Identifiers

Work ID
OL2691210W

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