Options, futures, and other derivatives/ John C. Hull, Sankarshan Basu
Material type:
TextPublication details: Chennai: Pearson, 2010Edition: 7th edDescription: xxii, 841 p. ill. 25 cmISBN: 9780135009949; 9788131723586Subject(s): Derivative securities | Futures | Stock optionsDDC classification: 658
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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General Books
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Central Library, Sikkim University General Book Section | 658 HUL/O (Browse shelf(Opens below)) | Checked out | 14/06/2024 | P18725 |
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| 658 HUG/C Corporate working capital management/ | 658 HUL/O Options, futures, and other derivatives/ | 658 HUL/O Options, futures, and other derivatives/ | 658 HUL/O Options, futures, and other derivatives/ | 658 HUL/O Options, futures, and other derivatives / | 658 HUL/O Options, futures and other derivatives / | 658 INS/S Strategic management/ |
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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