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

Options, futures, and other derivatives, John Hull

Label
Options, futures, and other derivatives
Title
Options, futures, and other derivatives
Statement of responsibility
John Hull
Creator
Subject
Language
eng
Cataloging source
DLC
Dewey number
332.64/5
Index
index present
LC call number
HG6024.A3
LC item number
H85 2005
Literary form
non fiction
Nature of contents
bibliography
Label
Options, futures, and other derivatives, John Hull
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
  • fro
Contents
  • Ch. 1. Introduction -- Ch. 2. Mechanics of futures markets -- Ch. 3. Hedging strategies using futures -- Ch. 4. Interest rates -- Ch. 5. Determination of forward and futures prices -- Ch. 6. Interest rate futures -- Ch. 7. Swaps -- Ch. 8. Mechanics of options markets -- Ch. 9. Properties of stock options -- Ch. 10. Trading strategies involving options -- Ch. 11. Binomial trees -- Ch. 12. Wiener processes and Ito's lemma -- Ch. 13. The Black-Scholes-Merton model -- Ch. 14. Options on stock indices, currencies, and futures -- Ch. 15. The Greek letters -- Ch. 16. Volatility smiles -- Ch. 17. Basic numerical procedures -- Ch. 18. Value at risk -- Ch. 19. Estimating volatilities and correlations -- Ch. 20. Credit risk -- Ch. 21. Credit derivatives -- Ch. 22. Exotic options -- Ch. 23. Weather, energy, and insurance derivatives -- Ch. 24. More on models and numerical procedures -- Ch. 25. Martingales and measures -- Ch. 26. Interest rate derivatives : the standard market models
  • Ch. 27. Convexity, timing, and quanto adjustments -- Ch. 28. Interest rate derivatives : models of the short rate -- Ch. 29. Interest rate derivatives : HJM and LMM -- Ch. 30. Swaps revisited -- Ch. 31. Real options -- Ch. 32. Derivatives mishaps and what we can learn from them
Control code
000027801341
Dimensions
26 cm
Edition
6th ed/Pearson International Edition
Extent
xxii 789 p.
Isbn
9780131499089
Isbn Type
(alk. paper)
Lccn
2005047692
Other physical details
ill.
http://library.link/vocab/recordID
.b21257887
System control number
  • 27099331lw
  • (OCoLC)224770634

Library Locations

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      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
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      -38.195656 144.304955
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