Options, futures, and other derivatives. ([2015])

• Record Type: Book
• Uniform Title: Options, futures, and other derivatives
• Further Information: Note: John C. Hull.
• Other Names: Hull, John, 1946-
• Contents: 1. Introduction 2. Mechanics of Futures Markets 3. Hedging Strategies Using Futures 4. Interest Rates 5. Determination of Forward and Futures Prices 6. Interest Rate Futures 7. Swaps 8. Securitization and the Credit Crisis of 2007 9. OIS Discounting, Credit Issues, and Funding Costs 10. Mechanics of Options Markets 11. Properties of Stock Options 12. Trading Strategies Involving Options 13. Binomial Trees 14. Wiener Processes and Ito's Lemma 15. The Black-Scholes-Merton Model 16. Employee Stock Options 17. Options on Stock Indices and Currencies 18. Options on Futures 19. Greek Letters 20. Volatility Smiles 21. Basic Numerical Procedures 22. Value at Risk 23. Estimating Volatilities and Correlations for Risk Management 24. Credit Risk 25. Credit Derivatives 26. Exotic Options 27. More on Models and Numerical Procedures 28. Martingales and Measures 29. Interest Rate Derivatives: The Standard Market Models 30. Convexity, Timing and Quanto Adjustments 31. Interest Rate Derivatives: Models of the Short Rate 32. HJM, LMM, and Multiple Zero Curves 33. Swaps Revisited 34. Energy and Commodity Derivatives 35. Real Options 36. Derivatives Mishaps and What We Can Learn from Them Glossary of Terms DerivaGem Software Major Exchanges Trading Futures and Options Table for N(x) when x≤ 0 Table for N(x) when x≥0 Author index Subject index.
• Edition: Ninth edition
• Publisher Details: Boston : Pearson
• Publication Date: 2015
• Extent: 1 online resource (xxi, 869 pages), illustrations
• Subjects: 332.64/5; Futures; Stock options; Derivative securities; Futures market; Restricted stock options; Employee stock options; Marchés à terme; Options d'achat d'actions; Instruments dérivés (Finances); BUSINESS & ECONOMICS -- Finance; Derivative securities; Futures; Stock options; Electronic books; Electronic books; Problems and exercises
• Languages: English
• ISBNs: 1292212926; 9781292212920; 9780133456318; 9781292123301; 1292123303
• Related ISBNs: 0133456315; 1292212896; 9781292212890; 9780133506921
• Notes: Note: Includes bibliographical references and indexes.; Note: Print version record.
• 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.