| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781292410623 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Call number |
332.645 HU OP |
| MAIN ENTRY--PERSONAL NAME |
|---|
| Authors |
Hull, John, |
| Dates |
1946- |
| TITLE STATEMENT |
|---|
| Title |
Options, futures, and other derivatives |
| Statement of responsibility, etc |
John C. Hull |
| EDITION STATEMENT |
|---|
| Edition |
11th ed. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
New York, NY : |
| Publisher |
Pearson, |
| Date |
c2021. |
| PHYSICAL DESCRIPTION |
|---|
| Extent |
xxiii, 868 p. : |
| Other Details |
ill. ; |
| Size |
26 cm. |
| CONTENTS |
|---|
| Contents |
Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- XVAS -- 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 -- Futures options -- The greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk and expected shortfall -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing, and quanto adjustments -- Equilibrium models of the short rate -- No-arbitrage models of the short rate -- Hjm, lmm, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Author index -- Subject index. |
| SUMMARY |
|---|
| Summary |
Known as “the bible” to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at derivatives markets. By incorporating the industry’s hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives. |
| STUDY PROGRAM |
|---|
| Program name |
FIN961 |
| 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 |
| ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://uow.primo.exlibrisgroup.com/permalink/61UOW_INST/ihdge1/alma991003370969306666 |
| Public note |
eBook |
| MAIN ENTRY--PERSONAL NAME |
|---|
| -- |
712 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
713 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
714 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
715 |