Hull, John C creator text New Jersey New Jersey Prentice-Hall 2009 Pearson Education, Inc 2009 2009 9999 7th ed. monographic

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4 3/4 in. 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. John C. Hull Accompanied by a textbook  STOCK OPTIONS DERIVATIVE SECURITIES FUTURES HG 6024.A3 Hull 9780136015864 9780136015864 2008010842 http://www.loc.gov/catdir/toc/ecip0814/2008010842.html http://www.loc.gov/catdir/toc/ecip0814/2008010842.html 180921 15228472