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Options Futures and other Derivatives / John C Hull

By: Hull, John CMaterial type: Text

TextLanguage: English Series: Prentice Hall finance seriesPublisher: New Delhi : Prentice Hall, ©2003Description: xxi, 744 pages : illustrations ; System requirements for accompanying CD-ROM: Windows 95/98/2000/NT/ME/XP. 1 CD-ROM (4 3/4 in.). ISBN: 9788120322370Subject(s): Stock options | Derivative securities | FuturesDDC classification: 332.64

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. model of the behavior of stock prices -- 12. Black-Scholes model -- 13. Options on stock indices, currencies, and futures -- 14. 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.

Summary: "[This book] is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills ... The book covers both derivatives markets and risk management. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed"--Page xix.

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Item type	Current location	Call number	Status	Date due	Barcode
Books	Institute of Public Enterprise, Library S Campus	332.64 HUL.O (Browse shelf)	Available		34131

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With 1 computer laser optical disk. Kept in the special collection.

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. model of the behavior of stock prices --
12. Black-Scholes model --
13. Options on stock indices, currencies, and futures --
14. 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.

"[This book] is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills ... The book covers both derivatives markets and risk management. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed"--Page xix.

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