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Options, futures, and other derivative securities / John C. Hull and Sankarshan Basu

By: Hull, J. CContributor(s): Basu, SankarshanMaterial type: TextTextLanguage: English Publisher: India : Pearson, 2018Edition: 10th edDescription: xxiii, 868 pages : illustrations ; 27 cmISBN: 9789352866595Subject(s): Futures | Stock options | Derivative securitiesDDC classification: 332.645
Contents:
Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- XVAS -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and itoö 's lemma -- The black/scholes/merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk and expected shortfall -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing, and quanto adjustments -- Equilibrium models of the short rate -- No-arbitrage models of the short rate -- HJM, LMM, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Author index -- Subject index.
Summary: The definitive guide to derivatives markets, 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 derivatives markets. By incorporating the industry s hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.
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Books Institute of Public Enterprise, Library
S Campus 		332.645 HUL (Browse shelf) Checked out 09/22/2023 45968

Preface --
Introduction --
Futures markets and central counterparties --
Hedging strategies using futures --
Interest rates --
Determination of forward and futures prices --
Interest rate futures --
Swaps --
Securitization and the credit crisis of 2007 --
XVAS --
Mechanics of options markets --
Properties of stock options --
Trading strategies involving options --
Binomial trees --
Wiener processes and itoö 's lemma --
The black/scholes/merton model --
Employee stock options --
Options on stock indices and currencies --
Futures options --
The greek letters --
Volatility smiles --
Basic numerical procedures --
Value at risk and expected shortfall --
Estimating volatilities and correlations --
Credit risk --
Credit derivatives --
Exotic options --
More on models and numerical procedures --
Martingales and measures --
Interest rate derivatives : the standard market models --
Convexity, timing, and quanto adjustments --
Equilibrium models of the short rate --
No-arbitrage models of the short rate --
HJM, LMM, and multiple zero curves --
Swaps revisited --
Energy and commodity derivatives --
Real options --
Derivatives mishaps and what we can learn from them --
Author index --
Subject index.

The definitive guide to derivatives markets, 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 derivatives markets. By incorporating the industry s hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.

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