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Options, Futures, and Other Derivatives
Stock Photo: Cover May Be Different

Options, Futures, and Other Derivatives Hardcover - 2009

by Hull, J. C

  • Used
  • Hardcover

Description

Pearson, 2009. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1750grams, ISBN:9780136015864
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Details

  • Title Options, Futures, and Other Derivatives
  • Author Hull, J. C
  • Binding Hardcover
  • Edition 7th
  • Pages 822
  • Volumes 1
  • Language ENG
  • Publisher Pearson, Lebanon, Indiana, U.s.a.
  • Date 2009
  • Illustrated Yes
  • Bookseller's Inventory # 9043866
  • ISBN 9780136015864 / 0136015867
  • Weight 3.64 lbs (1.65 kg)
  • Dimensions 9.91 x 8.3 x 1.48 in (25.17 x 21.08 x 3.76 cm)
  • Library of Congress subjects Futures, Derivative securities
  • Library of Congress Catalog Number 2008010842
  • Dewey Decimal Code 332.645

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Summary

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.

From the publisher

Includes index.

Categories

Table of contents

Preface1. Introduction2. Mechanics of Futures Markets3. Hedging Strategies Using Futures4. Interest Rates5. Determination of Forward and Futures Prices6. Interest Rate Futures7. Swaps8. Mechanics of Options Markets9. Properties of Stock Options10. Trading Strategies Involving Options11. Binomial Trees12. Wiener Processes and Itô’s lemma13. The Black-Scholes-Merton Model14. Options on Stock Indices, Currencies, and Futures15. The Greek Letters16. Volatility Smiles17. Basic Numerical Procedures18. Value at Risk19. Estimating Volatilities and Correlations20. Credit Risk21. Credit Derivatives22. Exotic Options23. Weather, Energy, and Insurance Derivatives24. More on Models and Numerical Procedures25. Martingales and Measures26. Interest Rate Derivatives: The Standard Market Models27. Convexity, Timing, and Quanto Adjustments28. Interest Tate Derivatives: Models of the Short Rate29. Interest Rate Derivatives: HJM and LMM30. Swaps Revisited31. Real Options32. Derivatives Mishaps and What We Can Learn from ThemGlossary of termsDerivaGem softwareMajor exchanges trading futures and optionsTables for N(x)Author indexSubject index