TY  - BOOK
AU  - Hull, John C.
AU  - Basu, Sankarshan
TI  - Options, futures, and other derivatives / 
SN  - 9789392970962
U1  - 332.645  
PY  - 2022///
CY  - India :  
PB  - Pearson
KW  - Futures
KW  - Stock options
KW  - Derivative securities
N1  - 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
N2  - 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
ER  -