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Options, futures and other derivatives / John C. Hull.

By: Hull, John, 1946-.
Contributor(s): Basu, Sankarshan.
Material type: materialTypeLabelBookPublisher: New Delhi : Pearson Education, c2010Edition: 7th ed.Description: xxii, 841 p. : ill. ; 26 cm.ISBN: 9788131723586.Subject(s): Futures | Stock options | Derivative securitiesDDC classification: 332.6 Online resources: Table of contents only
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.
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Books Books Eastern University Library
General Stacks 		332.6 HUO 2010 (Browse shelf) Available 11953
Books Books Eastern University Library
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Books Books Eastern University Library
General Stacks 		332.6 HUO 2010 (Browse shelf) Available 10700
Books Books Eastern University Library
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Books Books Eastern University Library
General Stacks 		332.6 HUO 2010 (Browse shelf) Available 09346
Books Books Eastern University Library
General Stacks 		332.6 HUO 2010 (Browse shelf) Available 09347
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332.6 HUO 2010 Options, futures and other derivatives / 332.6 HUO 2010 Options, futures and other derivatives / 332.6 HUO 2010 Options, futures and other derivatives / 332.6 HUO 2010 Options, futures and other derivatives / 332.6 JOI 2004 Investments: 332.6 JOI 2004 Investments: 332.6 JOI 2004 Investments:

Includes bibliographical references and indexes.

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.

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