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Hull, John C.

Options, futures and other derivatives / John C. Hull, Sankarshan Basu. - 7th ed. - [Delhi] : Dorling Kindersley (India) Pvt. Ltd, 2010. - xxii, 841 pages : illustrations ; 26 cm + 1 CD-ROM

Other Titles: DerivaGem software.

Introduction --
Mechanics of futures markets --
Hedging strategies using futures --
Interest rates --
Determination of forward and futures prices --
Interest rate futures --
Swaps --
Mechanics of options markets --
Properties of stock options --
Trading strategies involving options --
Binomial trees --
Wiener processes and Ito's Lemma --
The Black-Scholes-Merton model --
Employee stock options --
Options on stock indices and currencies --
Options on futures --
Greek letters --
Volatility smiles --
Basic numerical procedures. Value at risk --
Estimating volatilities and correlations for risk management --
Credit risk --
Credit derivatives --
Exotic options --
Insurance, weather, and energy derivatives --
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 --
Interest rate derivatives : HJM and LMM --
Swaps revisited --
Real options --
Derivatives mishaps and what we can learn from them.

ISBN: 9788131723586

Subjects--Topical Terms:
Futures.
Stock options.
Derivative securities.

Dewey Class. No.: 658 / HUL/O