Research Catalog
Options, futures and other derivatives
- Title
- Options, futures and other derivatives / John C. Hull.
- Author
- Hull, John, 1946-
- Publication
- Upper Saddle River, N.J. : Pearson/Prentice Hall, c2009.
Items in the Library & Off-site
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2 Items
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Not available - Please for assistance. | Text | Request in advance | *WSC-6044 | Offsite |
Available - Can be used on site. Please visit New York Public Library - Stavros Niarchos Foundation Library to submit a request in person. | Text | No restrictions | *R-SIBL HG6024.A3 H85 2009 | Stavros Niarchos Foundation Library - Yoseloff Business Center - Research Reference |
Details
- Description
- xxii, 822 p. : ill.; 26 cm. +
- Series Statement
- Prentice Hall series in finance
- Uniform Title
- Prentice Hall finance series.
- Subject
- Bibliography (note)
- Includes bibliographical references and indexes.
- Includes bibliographical references and index.
- 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.
- Call Number
- HG6024.A3
- ISBN
- 9780136015864
- 0136015867
- LCCN
- 2008010842
- OCLC
- 214063743
- Author
- Hull, John, 1946-
- Title
- Options, futures and other derivatives / John C. Hull.
- Imprint
- Upper Saddle River, N.J. : Pearson/Prentice Hall, c2009.
- Edition
- 7th ed.
- Series
- Prentice Hall series in financePrentice Hall finance series.
- Bibliography
- Includes bibliographical references and indexes.
- Bibliography
- Includes bibliographical references and index.
- Research Call Number
- *R-SIBL HG6024.A3 H85 2009 [Text]*WSC-6044 [CD-ROM]