Options, futures, and other derivatives. (2017)

• Record Type: Book
• Further Information: Note: John C. Hull, Maple Financial Group Professor of Derivatives and Risk Management Joseph L. Rotman School of Management, University of Toronto.
• Authors: Hull, John, 1946-
• 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.
• Publisher Details: Harlow, United Kingdom : Pearson
• Publication Date: 2017
• Extent: 1 online resource (896 pages)
• Subjects: 332.64/5; Futures; Stock options; Derivative securities; Derivative securities; Futures; Stock options
• Languages: English
• ISBNs: 9781292212920; 1292212926
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.