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

Options, futures and other derivatives, John C. Hull

Label
Options, futures and other derivatives
Title
Options, futures and other derivatives
Statement of responsibility
John C. Hull
Creator
Subject
Language
eng
Summary
Options, Futures, and Other Derivatives (Prentice Hall Series in Finance)
Related
Member of
Cataloging source
StDuBDS
Dewey number
332.645
Illustrations
illustrations
Index
index present
LC call number
HG6024.A3
LC item number
H85 2009
Literary form
non fiction
Nature of contents
bibliography
Series statement
  • The Prentice Hall series in finance
  • Prentice Hall series in finance
Label
Options, futures and other derivatives, John C. Hull
Publication
Accompanying material
1 CD-ROM (4 3/4 in.)
Bibliography note
Includes bibliographical references and indexes
http://library.link/vocab/branchCode
  • zbnus
  • mel
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
Control code
000043266822
Dimensions
26 cm. +
Edition
7th ed
Extent
xxii, 822 p.
Isbn
9780136015864
Isbn Type
(cased)
Lccn
2008010842
Other physical details
ill.
http://library.link/vocab/recordID
.b23353739
System control number
  • js23353739
  • (OCoLC)214063743

Library Locations

    • 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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