Options, futures and other derivatives / John C. Hull.
By: Hull, John
.
Publisher: Upper Saddle River, NJ : Prentice Hall, c2009Edition: 7th ed.Description: xxii, 814 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.).ISBN: 9780135009949 (pbk. : Int'l ed.); 0135009944 (pbk. : Int'l ed.).Subject(s): Futures | Stock options![](/opac-tmpl/bootstrap/images/filefind.png)
Item type | Current location | Shelf location | Call number | Copy number | Status | Notes | Date due | Barcode |
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Accompanying Material (Media Resource) | Taylor's Library-TU | 332.645 HUL 2009 (Browse shelf) | 1 | Available | TBSxx,44001,03,RM | 1000524779 | ||
Accompanying Material (Media Resource) | Taylor's Library-TU | 332.645 HUL 2009 (Browse shelf) | 1 | Available | TBSxx,44001,03,RM | 1000524953 | ||
Main Collection | Taylor's Library-TU |
Floor 3, Shelf Transit , Side 1, TierNo 1, BayNo 1 |
332.645 HUL 2009 (Browse shelf) | 1 | Available | TBSxx,44001,03,RM | 5000114291 | |
Graduate Collection | Taylor's Library-TU |
Floor 3, Shelf 6 , Side 1, TierNo 3, BayNo 4 |
332.645 HUL 2009 (Browse shelf) | 1 | Available | TBSxx,44001,03,GR | 5000114986 | |
Graduate Collection | Taylor's Library-TU |
Floor 3, Shelf 6 , Side 1, TierNo 3, BayNo 4 |
332.645 HUL 2009 (Browse shelf) | 1 | Available | TBSxx,44001,03,RM | 5000114988 | |
Accompanying Material (Media Resource) | Taylor's Library-TU | 332.645 HUL (Browse shelf) | 1 | Available | GENLS,GENLS,03,GR | 1000521695 | ||
Main Collection | Taylor's Library-TU |
Floor 3, Shelf 6 , Side 1, TierNo 3, BayNo 4 |
332.645 HUL (Browse shelf) | 1 | Available | GENLS,GENLS,03,GR | 5000013105 | |
Accompanying Material (Media Resource) | Taylor's Library-TU | 332.645 HUL (Browse shelf) | 1 | Available | GENLS,GENLS,03,GR | 1000521693 | ||
Accompanying Material (Media Resource) | Taylor's Library-TU | 332.645 HUL (Browse shelf) | 1 | Available | GENLS,GENLS,03,GR | 1000521691 |
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 -- 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.