Princeton University Library Catalog

Options, futures, and other derivatives / John C. Hull, Maple Financial Group Professor of Derivatives and Risk Management Joseph L. Rotman School of Management, University of Toronto.

Author:
Hull, John, 1946- [Browse]
Format:
Book
Language:
English
Published/​Created:
  • New York, NY : Pearson, [2018]
  • ©2018
Εdition:
Tenth Edition.
Description:
xxiii, 868 pages ; 26 cm
Notes:
  • Revised edition of the author's Options, futures, and other derivatives, [2015]
  • Includes indexes.
Bibliographic references:
Includes bibliographical references and indexes.
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 itoö '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.
Subject(s):
ISBN:
  • 013447208X
  • 9780134472089
LCCN:
2016051230
OCLC:
962853012
Other views:
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