The Resource Options, futures, & other derivatives, John C. Hull

Options, futures, & other derivatives, John C. Hull

Label
Options, futures, & other derivatives
Title
Options, futures, & other derivatives
Statement of responsibility
John C. Hull
Title variation
Options, futures, and other derivatives
Creator
Subject
Language
eng
Cataloging source
DLC
Dewey number
332.63/2
Index
index present
LC call number
HG6024.A3
LC item number
H85 2002
Literary form
non fiction
Nature of contents
bibliography
Label
Options, futures, & other derivatives, John C. Hull
Publication
Note
  • Previous ed.: c2000
  • One CD-ROM in pocket attached to inside back cover
Accompanying material
1 computer optical disc (4 3/4 in.)
Bibliography note
Includes bibliographical references and indexes
http://library.link/vocab/branchCode
  • zbnus
  • mel
  • fro
Contents
  • 1. Introduction -- 2. Mechanics of futures markets -- 3. Determination of forward and futures prices -- 4. Hedging strategies using futures -- 5. Interest rate markets -- 6. Swaps -- 7. Mechanics of options markets -- 8. Properties of stock options -- 9. Trading strategies involving options -- 10. Introduction to binomial trees -- 11. A model of the behavior of stock prices -- 12. The Black-Scholes model -- 13. Options on stock indices, currencies, and futures -- 14. The Greek letters -- 15. Volatility smiles -- 16. Value at risk -- 17. Estimating volatilities and correlations -- 18. Numerical procedures -- 19. Exotic options -- 20. More on models and numerical procedures -- 21. Martingales and measures -- 22. Interest rate derivatives: the standard market models -- 23. Interest rate derivatives: models of the short rate -- 24. Interest rate derivatives: more advanced models -- 25. Swaps revisited -- 26. Credit risk -- 27. Credit derivatives -- 28. Real options
  • 29. Insurance, weather, and energy derivatives -- 30. Derivatives mishaps and what we can learn from them -- DerivaGem software -- Table for N(x) when x [actual symbol not reproducible] 0 -- Table for N(x) when x [actual symbol not reproducible] 0
Control code
000024359862
Dimensions
24 cm. +
Edition
5th ed
Extent
xxi, 744 p.
Isbn
9780130465924
Isbn Type
(International ed.)
Lccn
2002025234
Other physical details
ill.
http://library.link/vocab/recordID
.b20175310
System control number
  • 23457906lw
  • (OCoLC)49355599

Library Locations

    • Deakin University Library - Geelong Waterfront CampusBorrow it
      1 Gheringhap Street, Geelong, Victoria, 3220, AU
      -38.143069 144.360403
    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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