Options, futures, and other derivatives / John C. Hull.
Material type:
TextPublication details: India : Pearson, 2022.Edition: 11th edDescription: xxvi, 882 pages : illustrations ; 27 cmISBN: - 9789392970962
- 332.645 HUL
| Item type | Current library | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|
| Books | Institute of Public Enterprise, Library S Campus | 332.645 HUL (Browse shelf(Opens below)) | Available | 49154 | ||
| Books | Institute of Public Enterprise, Library S Campus | 332.645 HUL (Browse shelf(Opens below)) | Available | 49155 | ||
| Books | Institute of Public Enterprise, Library S Campus | 332.645 HUL (Browse shelf(Opens below)) | Available | 49156 | ||
| Books | Institute of Public Enterprise, Library S Campus | 332.645 HUL (Browse shelf(Opens below)) | Available | 49157 | ||
| Books | Institute of Public Enterprise, Library S Campus | 332.645 HUL (Browse shelf(Opens below)) | Available | 49051 |
Chapter 1. Introduction
Chapter 2. Futures Markets and Central Counterparties
Chapter 3. Hedging Strategies Using Futures
Chapter 4. Interest Rates
Chapter 5. Determination of Forward and Futures Prices
Chapter 6. Interest Rate Futures
Chapter 7. Swaps
Chapter 8. Securitization and the Financial Crisis of 2007–8
Chapter 9. XVAs
Chapter 10. Mechanics of Options Markets
Chapter 11. Properties of Stock Options
Chapter 12. Trading Strategies Involving Options
Chapter 13. Binomial Trees
Chapter 14. Wiener Processes and Ito's Lemma
Chapter 15. The Black–Scholes–Merton Model
Chapter 16. Employee Stock Options
Chapter 17. Options on Stock Indices and Currencies
Chapter 18. Futures Options and Black’s Model
Chapter 19. The Greek Letters
Chapter 20. Volatility Smiles and Volatility Surfaces
Chapter 21. Basic Numerical Procedures
Chapter 22. Value at Risk and Expected Shortfall
Chapter 23. Estimating Volatilities and Correlations
Chapter 24. Credit Risk
Chapter 25. Credit Derivatives
Chapter 26. Exotic Options
Chapter 27. More on Models and Numerical Procedures
Chapter 28. Martingales and Measures
Chapter 29. Interest Rate Derivatives: The Standard Market Models
Chapter 30. Convexity, Timing, and Quanta Adjustments
Chapter 31. Equilibrium Models of the Short Rate
Chapter 32. No-Arbitrage Models of the Short Rate
Chapter 33. Modeling Forward Rates
Chapter 34. Swaps Revisited
Chapter 35. Energy and Commodity Derivatives
Chapter 36. Real Options
Chapter 37. Derivatives Mishaps and What We Can Learn from Them
Glossary of Terms
DerivaGem Software
Exchanges Trading Futures and Options
Table for N(x) When x ≤ 0
Author index
Subject index
The definitive guide to the derivatives market, updated with contemporary examples and discussions. Known as the bible to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at the derivatives market. By incorporating the industrys hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 11th Edition covers all the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.
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