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

Author
Hull, John, 1946- [Browse]
Format
Book
Language
English
Εdition
Ninth edition.
Published/​Created
  • Boston : Pearson, [2015]
  • ©2015
Description
xxi, 869 pages : illustrations ; 27 cm

Availability

Copies in the Library

Location Call Number Status Location Service Notes
Engineering Library - Stacks HG6024.A3 H85 2015 Browse related items Request
    Engineering Library - Stacks HG6024.A3 H85 2015 Browse related items Request
      Engineering Library - Stacks HG6024.A3 H85 2015 Browse related items Request
        Engineering Library - Stacks HG6024.A3 H85 2015 Browse related items Request
          Firestone Library - Stacks HG6024.A3 H85 2015 Browse related items Request

            Details

            Subject(s)
            Summary note
            This textbook bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today's derivatives markets.
            Bibliographic references
            Includes bibliographical references and indexes.
            Contents
            • Introduction
            • Mechanics of futures markets
            • Hedging strategies using futures
            • Interest rates
            • Determination of forward and futures prices
            • Interest rate futures
            • Swaps
            • Securitization and the credit crisis of 2007
            • OIS discounting, credit issues, and funding costs
            • Mechanics of options markets
            • Properties of stock options
            • Trading strategies involving options
            • Binomial trees
            • Wiener processes and Itô'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
            • Extimating 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
            • Interest rate derivatives: 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.
            ISBN
            • 9780133456318 ((hardcover))
            • 0133456315 ((hardcover))
            LCCN
            2013042324
            OCLC
            862928890
            Statement on language in description
            Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage. Read more...
            Other views
            Staff view

            Supplementary Information