TY  - BOOK
AU  - Hull, John C.
TI  - Options, futures, and other derivatives
SN  - 9788131723586
U1  - 658 
PY  - 2010///
CY  - [Delhi] : 
PB  - Dorling Kindersley (India) Pvt. Ltd, 
KW  - Futures.
KW  -  Stock options.
KW  -  Derivative securities
N1  - 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
ER  -