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Options, futures, and other derivatives /

By: Hull, John, 1946-
Material type: BookPublisher: New York, NY : Pearson, c2018.Edition: 10th ed.Description: xxiii, 868 p. : ill. ; 26 cm.ISBN: 9780134472089; 013447208XProgram: FIN961Subject(s): Futures | Stock options | Derivative securitiesDDC classification: 332.645 HU OP Online resources: eBook
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.
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Item type Home library Call number Status Notes Date due Barcode Item holds Course reserves
REGULAR University of Wollongong in Dubai
Main Collection
332.645 HU OP (Browse shelf) Available T0061490
REGULAR University of Wollongong in Dubai
Main Collection
332.645 HU OP (Browse shelf) Available T0061491

FIN957 Autumn2021

3 DAY LOAN University of Wollongong in Dubai
Main Collection
332.645 HU OP (Browse shelf) Available Dec2018 T0061492
Total holds: 0

Revised edition of the author's Options, futures, and other derivatives, [2015]

Includes bibliographical references and indexes.

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.

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.

FIN961

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