Options, futures and other derivatives John C. Hull [cd-rom]

By: Hull, John CPublication details: New Jersey Prentice-Hall 2009; New Jersey Pearson Education, Inc 2009Edition: 7th edDescription: 4 3/4 inISBN: 9780136015864ISSN: 9780136015864Subject(s): STOCK OPTIONS | DERIVATIVE SECURITIES | FUTURESLOC classification: HG 6024.A3 HullOnline resources: Click here for electornic version
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.
Tags from this library: No tags from this library for this title.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Home library Call number Materials specified Copy number Status Date due Barcode
DVD/CD-ROM DVD/CD-ROM CBU-MAIN LIBRARY, KITWE.
HG 6024.A3 Hull (Browse shelf(Opens below)) 1 Available 20150227
DVD/CD-ROM DVD/CD-ROM CBU-MAIN LIBRARY, KITWE.
HG 6024.A3 Hull (Browse shelf(Opens below)) 2 Available 20150222

Accompanied by a textbook 

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.

There are no comments on this title.

to post a comment.