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Options, futures and other derivatives

Author: Hull, John Series: Prentice Hall finance series Publisher: Pearson , 2009.Edition: 7th ed.Language: EnglishDescription: 814 p. : Graphs ; 25 cm. includes CD-ROM / DVDISBN: 9780135009949Type of document: BookContents Note: 1 CD included inside the back cover of book
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Book (short loan) Asia Campus
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Print HG6024 .A3 H84 2009
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900189071
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Book Asia Campus
Textbook Collection
Print HG6024 .A3 H84 2009
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900189088
Consultation only 900189088
Book Europe Campus
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Print HG6024 .A3 H84 2009
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001196801
Available CD available inside back cover 001196801
Book Europe Campus
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Print HG6024 .A3 H84 2009
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001196769
Available CD available inside back cover 001196769
Book Europe Campus
Main Collection
Print HG6024 .A3 H84 2009
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001196777
Available CD available inside back cover 001196777
Book Europe Campus
Main Collection
Print HG6024 .A3 H84 2009
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001196744
Available CD available inside back cover 001196744
Book Europe Campus
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Print HG6024 .A3 H84 2009
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001253634
Available CD available inside back cover 001253634
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1 CD included inside the back cover of book

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C O N T E N T S IN BRIEF Options Futures and other Derivatives Options Futures and other Derivatives List of Business Snapshots ......................................................................... xvii List of Technical Notes .............................................................................xviii Preface ....................................................................................................... xix Introduction .................................................................................................. Mechanics of futures markets ....................................................................... 21 Hedging strategies using futures .................................................................... 45 73 Interest rates ............................................................................................... 99 Determination of forward and futures prices ................................................. 129 Interest rate futures .................................................................................... 147 Swaps ....................................................................................................... Mechanics of options markets .................................................................... 179 201 Properties of stock options ......................................................................... 219 Trading strategies involving options ............................................................ 237 Binomial trees ........................................................................................... .... ................................ 259 wiener 'processes and It6's lemma .................. . The Black -Scholes-Merton model ............................................................. 277 Derivatives markets in developing countries .................................................311 Options on stock indices and currencies .................................................. 317 Futures options ......................................................................................... 333 The Greek letters ....................................................................................... 349 381 Volatility smiles ......................................................................................... Basic numerical procedures ........................................................................ 399 Value at risk ............................................................................................. 443 Estimating volatilities and correlations .........................................................469 489 Credit risk ................................................................................................ 517 Credit derivatives ....................................................................................... Exotic options ........................................................................................... 547 573 Weather, energy, and insurance derivatives ................................................. More on models and numerical procedures .................................................. 583 Martingales and measures .......................................................................... 615 639 Interest rate derivatives: the standard market models .................................... Convexity timing, and quanto adjustments ..............................................659 Interest rate derivatives: models of the short rate .......................................... 673 lnterest rate derivatives: HJM and LMM ....................................................703 .. Swaps Revisited ...................................................................................... 721 Real options ............................................................................................. 737 Derivatives mishaps and what we can learn from them ................................. 753 Glossary of terms ...................................................................................... 765 DerivaGem software .................................................................................. 785 Major exchanges trading futures and options ............................................... 791 Tables Tor N ( x ) ........................................................................................ 792 Author index............................................................................................. 795 . . Subject mdex ............................................................................................. 799 .

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