Options, futures, and other derivatives / (Record no. 30769)
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| DEWEY DECIMAL CLASSIFICATION NUMBER | |
|---|---|
| Call number | 332.645 |
| MAIN ENTRY--PERSONAL NAME | |
| Authors | Hull, John, |
| Dates | 1946- |
| TITLE STATEMENT | |
| Title | Options, futures, and other derivatives / |
| Statement of responsibility, etc | John C. Hull, University of Toronto |
| EDITION STATEMENT | |
| Edition | 9th ed. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Boston MA [etc.] : |
| Publisher | Pearson, |
| Date | 2015. |
| PHYSICAL DESCRIPTION | |
| Extent | xxi, 869 p. : |
| Other Details | ill. ; |
| Size | 26 cm. |
| CONTENTS | |
| Contents | 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. |
| SUMMARY | |
| Summary | 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. |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Futures |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Stock options |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Derivative securities |
| MAIN ENTRY--PERSONAL NAME | |
| -- | 712 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 713 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 714 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 715 |
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