Hull, John, 1946-
Options, futures, and other derivatives / John C. Hull, University of Toronto - 9th ed. - Boston MA [etc.] : Pearson, 2015. - xxi, 869 p. : ill. ; 26 cm.
1. Introduction --
2. Mechanics of Futures Markets --
3. Hedging Strategies Using Futures --
4. Interest Rates --
5. Determination of Forward and Futures Prices --
6. Interest Rate Futures --
7. Swaps --
8. Securitization and the Credit Crisis of 2007 --
9. Mechanics of Options Markets --
10. Properties of Stock Options --
11. Trading Strategies Involving Options --
12. Binomial Trees --
13. Wiener Processes and Ito's Lemma --
14. The Black-Scholes-Merton Model --
15. Employee Stock Options --
16. Options on Stock Indices and Currencies --
17. Options on Futures. 18. Greek Letters --
19. Volatility Smiles --
20. Basic Numerical Procedures --
21. Value at Risk --
22. Estimating Volatilities and Correlations --
23. Credit Risk --
24. Credit Derivatives --
25. Exotic Options --
26. More on Models and Numerical Procedures --
27. Martingales and Measures --
28. Interest Rate Derivatives: The Standard Market Models --
29. Convexity, Timing, and Quanto Adjustments --
30. Interest Rate Derivatives: Models of the Short Rate --
31. Interest Rate Derivatives: HJM and LMM --
32. Swaps Revisited --
33. Energy and Commodity Derivatives --
34. Real Options --
35. Derivatives Mishaps and What We Can Learn from Them.
This text represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives. This popular course text is considered to be the bible by practitioners.
Futures
Stock options
Derivative securities
332.645
Options, futures, and other derivatives / John C. Hull, University of Toronto - 9th ed. - Boston MA [etc.] : Pearson, 2015. - xxi, 869 p. : ill. ; 26 cm.
1. Introduction --
2. Mechanics of Futures Markets --
3. Hedging Strategies Using Futures --
4. Interest Rates --
5. Determination of Forward and Futures Prices --
6. Interest Rate Futures --
7. Swaps --
8. Securitization and the Credit Crisis of 2007 --
9. Mechanics of Options Markets --
10. Properties of Stock Options --
11. Trading Strategies Involving Options --
12. Binomial Trees --
13. Wiener Processes and Ito's Lemma --
14. The Black-Scholes-Merton Model --
15. Employee Stock Options --
16. Options on Stock Indices and Currencies --
17. Options on Futures. 18. Greek Letters --
19. Volatility Smiles --
20. Basic Numerical Procedures --
21. Value at Risk --
22. Estimating Volatilities and Correlations --
23. Credit Risk --
24. Credit Derivatives --
25. Exotic Options --
26. More on Models and Numerical Procedures --
27. Martingales and Measures --
28. Interest Rate Derivatives: The Standard Market Models --
29. Convexity, Timing, and Quanto Adjustments --
30. Interest Rate Derivatives: Models of the Short Rate --
31. Interest Rate Derivatives: HJM and LMM --
32. Swaps Revisited --
33. Energy and Commodity Derivatives --
34. Real Options --
35. Derivatives Mishaps and What We Can Learn from Them.
This text represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives. This popular course text is considered to be the bible by practitioners.
Futures
Stock options
Derivative securities
332.645