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

By: Hull, JohnContributor(s): Basu, SankarshanMaterial type: Text

TextPublication details: Chennai: Pearson, 2010Edition: 7th edDescription: xxii, 841 p. ill. 25 cmISBN: 9780135009949; 9788131723586Subject(s): Derivative securities | Futures | Stock optionsDDC classification: 658

Contents:

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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	658 HUL/O (Browse shelf(Opens below))	Available		P18723

Total holds: 0

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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.

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