Options, futures, and other derivatives
Material type:
TextPublication details: New Delhi Pearson India Education Services Pvt. Ltd. 2017 Edition: 9thDescription: xxi, 905 pISBN: 9789332559417Subject(s): Derivative securitiesDDC classification: 332.645 Summary: For courses in business, economics, and financial engineering and mathematics.
The definitive guide to derivatives markets, updated with contemporary examples and discussions
Known as "the bible" to business and economics instructors and a consistent best-seller in the university and college marketplace, Options, Futures, and Other Derivatives gives students a modern look at derivatives markets. By incorporating the industry's hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Indian Institute of Management LRC General Stacks | Finance & Accounting | 332.645 HUL (Browse shelf(Opens below)) | 1 | Available | 000389 | |
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Indian Institute of Management LRC General Stacks | Finance & Accounting | 332.645 HUL (Browse shelf(Opens below)) | 2 | Available | 000390 | |
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Book
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Indian Institute of Management LRC General Stacks | Finance & Accounting | 332.645 HUL (Browse shelf(Opens below)) | 3 | Available | 000391 | |
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Book
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Indian Institute of Management LRC General Stacks | Finance & Accounting | 332.645 HUL (Browse shelf(Opens below)) | 4 | Available | 000392 | |
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Indian Institute of Management LRC General Stacks | Finance & Accounting | 332.645 HUL (Browse shelf(Opens below)) | 5 | Available | 000393 |
Table of Content
List of Business Snapshots
List of Technical Notes
Preface
1. Introduction
2. Futures markets and central counterparties
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. XVAs
10. Mechanics of options markets
11. Properties of stock options
12. Trading strategies involving options
13. Binomial trees
14. Wiener processes and Itô's lemma
15. The Black—Scholes—Merton model
16. Employee stock options
17. Options on stock indices and currencies
18. Futures options and Black's model
19. The Greek letters
20. Volatility smiles
21. Basic numerical procedures
22. Value at risk and expected shortfall
23. Estimating volatilities and correlations
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. Equilibrium models of the short rate
32. No-arbitrage models of the short rate
33. HJM, LMM, and multiple zero curves
34. Swaps Revisited
35. Energy and commodity derivatives
36. Real options
37. Derivatives mishaps and what we can learn from them
For courses in business, economics, and financial engineering and mathematics.
The definitive guide to derivatives markets, updated with contemporary examples and discussions
Known as "the bible" to business and economics instructors and a consistent best-seller in the university and college marketplace, Options, Futures, and Other Derivatives gives students a modern look at derivatives markets. By incorporating the industry's hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.
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