Options, futures, and other derivatives. ([2018])

• Record Type: Book
• Further Information: Note: John C. Hull.
• Other Names: Hull, John, 1946-
• Contents: Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- OIS discounting, credit issues, and funding costs -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Itô'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 -- 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 -- Interest rate derivatives: 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.
• Edition: Ninth edition Global edition
• Publisher Details: Harlow, England : Pearson
• Publication Date: 2018
• Copyright Date: 2018
• Extent: 1 online resource (891 pages), illustrations (black and white)
• Subjects: 332.645; Futures; Stock options; Derivative securities; Derivative securities; Futures; Stock options; Economics; Investment & securities; Finance and Accounting; Electronic books; Electronic books
• Languages: English
• ISBNs: 9781787644274; 1292212926; 1787644278; 9781292212920
• Related ISBNs: 9781292212890; 1292212896
• Notes: Note: Includes bibliographical references and index.; Note: Description based on resource, viewed April 21, 2020.
• 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.