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1. Options, futures, and other derivatives [1997]
 Hull, John, 1946
 3rd ed.  Upper Saddle River, NJ : Prentice Hall, c1997.
 Description
 Book — xix, 572 p. : ill. ; 24 cm. + 1 computer disk (3 1/2 in.)
 Summary

 1. Introduction.
 2. Futures Markets and the Use of Futures for Hedging.
 3. Forward and Futures Prices.
 4. Interest Rate Futures.
 5. Swaps.
 6. Options Markets.
 7. Properties of Stock Option Prices.
 8. Trading Strategies Involving Options.
 9. Introduction to Binomial Trees.
 10. Model of the Behavior of Stock Prices.
 11. The BlackScholes Analysis.
 12. Options on Stock Indices, Currencies, and Futures Contracts.
 13. General Approach to Pricing Derivatives.
 14. The Management of Market Risk.
 15. Numerical Procedures.
 16. Interest Rate Derivatives and the Use of Black's Model.
 17. Interest Rate Derivatives and Models of the Yield Curve.
 18. Exotic Options.
 19. Alternatives to BlackScholes for Option Pricing.
 20. Credit Risk and Regulatory Capital.
 21. Review of Key Concepts.
 (source: Nielsen Book Data)
 Contents: Introduction. Futures Markets and the Use of Futures for Hedging. Forward and Futures Prices. Interest Rate Futures. Swaps. Options Markets. Properties of Stock Option Prices. Trading Strategies Involving Options. Introduction to Binomial Trees. Model of the Behavior of Stock Prices. The BlackScholes Analysis. Options on Stock Indices, Currencies, and Futures Contracts. General Approach to Pricing Derivatives. The Management of Market Risk. Numerical Procedures. Interest Rate Derivatives and the Use of Black's Model. Interest Rate Derivatives and Models of the Yield Curve. Exotic Options. Alternatives to BlackScholes for Option Pricing. Credit Risk and Regulatory Capital. Review of Key Concepts.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
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HG6024 .A3 H85 1997  Unknown 
2. Options, futures & other derivatives [2000]
 Hull, John, 1946
 4th ed.  Upper Saddle River, NJ : Prentice Hall, c2000.
 Description
 Book — xix, 698 p. : ill. ; 24 cm. + 1 computer disk (3 1/2 in.)
 Summary

 1. Introduction.
 2. Futures Markets and the Use of Futures for Hedging.
 3. Forward and Futures Prices.
 4. Interest Rates and Duration.
 5. Swaps.
 6. Options Markets.
 7. Properties of Stock Option Prices.
 8. Trading Strategies Involving Options.
 9. Introduction to Binomial Trees.
 10. Model of the Behavior of Stock Prices.
 11. The BlackScholes Model.
 12. Options on Stock Indices, Currencies, and Futures.
 13. The Greek Letters.
 14. Value at Risk.
 15. Estimating Volatilities and Correlations.
 16. Numerical Procedures.
 17. Volatility Smiles and Alternatives to BlackScholes.
 18. Exotic Options.
 19. Extensions of the Theoretical Framework for Pricing Derivatives: Martingales and Measures.
 20. Interest Rate Derivatives: The Standard Market Models.
 21. Interest Rate Derivatives: Models of the Short Rate.
 22. Interest Rate Derivatives: More Advanced Models.
 23. Credit Risk.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Engineering Library (Terman), Science Library (Li and Ma)
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HG6024 .A3 H85 2000  Unknown 
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HG6024 .A3 H85 2000  Unknown 
3. Options, futures & other derivatives [2003]
 Hull, John, 1946
 5th ed.  Upper Saddle River, NJ : Prentice Hall, c2003.
 Description
 Book — xxi, 744 p. : ill. ; 24 cm. + 1 CDROM (4 3/4 in.)
 Summary

 1. Introduction.
 2. Mechanics of Futures Markets.
 3. Determination of Forward and Futures Prices.
 4. Hedging Strategies Using Futures.
 5. Interest Rate Markets.
 6. Swaps.
 7. Mechanics of Options Markets.
 8. Properties of Stock Options.
 9. Trading Strategies Involving Options.
 10. Introduction to Binomial Trees.
 11. A Model of the Behavior of Stock Prices.
 12. The BlackScholes Model.
 13. Options on Stock Indices, Currencies, and Futures.
 14. The Greek Letters.
 15. Volatility Smiles.
 16. Value at Risk.
 17. Estimating Volatilities and Correlations.
 18. Numerical Procedures.
 19. Exotic Options.
 20. More on Models and Numerical Procedures.
 21. Martingales and Measures.
 22. Interest Rate Derivatives: The Standard Market Models.
 23. Interest Rate Derivatives: Models of the Short Rate.
 24. Interest Rate Derivatives: More Advanced Models.
 25. Swaps Revisited.
 26. Credit Risk.
 27. Credit Derivatives.
 28. Real Options.
 29. Insurance, Weather, and Energy Derivatives.
 30. Derivatives Mishaps and What We Can Learn from Them.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Science Library (Li and Ma)
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HG6024 .A3 H85 2002  Unknown 
4. Options, futures, and other derivatives [2006]
 Hull, John, 1946
 6th ed.  Upper Saddle River, N.J. : Pearson/Prentice Hall, c2006.
 Description
 Book — xxii, 789 p. : ill. ; 26 cm. + 1 CDROM (4 3/4 in.)
 Summary

 Preface.
 1. Introduction.
 2. Mechanics of Futures Markets.
 3. Hedging Strategies Using Futures.
 4. Interest Rates.
 5. Determination of Forward and Futures Prices.
 6. Interest Rate Futures.
 7. Swaps.
 8. Mechanics of Options Markets.
 9. Properties of Stock Options.
 10. Trading Strategies Involving Options.
 11. Binomial Trees.
 12. Wiener Processes and Ito's Lemma.
 13. The BlackScholesMerton Model.
 14. Options on Stock Indices, Currencies, and Futures.
 15. Greek Letters.
 16. Volatility Smiles.
 17. Basic Numerical Procedures.
 18. Value at Risk.
 19. Estimating Volatilities and Correlations for Risk Management.
 20. Credit Risk.
 21. Credit Derivatives.
 22. Exotic Options.
 23. Insurance, Weather, and Energy Derivatives.
 24. More on Models and Numerical Procedures.
 25. Martingales and Measures.
 26. Interest Rate Derivatives: The Standard Market Models.
 27. Convexity, Timing, and Quanto Adjustments.
 28. Interest Rate Derivatives: Models of the Short Rate.
 29. Interest Rate Derivatives: HJM and LMM.
 30. Swaps Revisited.
 31. Real Options.
 32. Derivatives Mishaps and What We Can Learn from Them. Glossary of Terms. DerivaGem Software. Major Exchanges Trading Futures and Options. Table for N(x) when x=
 0. Table for N(x) when x=0. Author Index. Subject Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

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HG6024 .A3 H85 2006  Unknown 
5. Options, futures, and other derivatives [2009]
 Hull, John, 1946
 7th ed.  Upper Saddle River, NJ : Pearson/Prentice Hall, c2009.
 Description
 Book — xxii, 822 p. : ill. ; 26 cm. + 1 CDROM (4 3/4 in.)
 Summary

 Preface
 1. Introduction
 2. Mechanics of Futures Markets
 3. Hedging Strategies Using Futures
 4. Interest Rates
 5. Determination of Forward and Futures Prices
 6. Interest Rate Futures
 7. Swaps
 8. Mechanics of Options Markets
 9. Properties of Stock Options
 10. Trading Strategies Involving Options
 11. Binomial Trees
 12. Wiener Processes and Ito's lemma
 13. The BlackScholesMerton Model
 14. Options on Stock Indices, Currencies, and Futures
 15. The Greek Letters
 16. Volatility Smiles
 17. Basic Numerical Procedures
 18. Value at Risk
 19. Estimating Volatilities and Correlations
 20. Credit Risk
 21. Credit Derivatives
 22. Exotic Options
 23. Weather, Energy, and Insurance Derivatives
 24. More on Models and Numerical Procedures
 25. Martingales and Measures
 26. Interest Rate Derivatives: The Standard Market Models
 27. Convexity, Timing, and Quanto Adjustments
 28. Interest Tate Derivatives: Models of the Short Rate
 29. Interest Rate Derivatives: HJM and LMM
 30. Swaps Revisited
 31. Real Options
 32. Derivatives Mishaps and What We Can Learn from Them Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for N(x) Author index Subject index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Science Library (Li and Ma)
Science Library (Li and Ma)  Status 

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HG6024 .A3 H85 2009  Unknown 
6. Options, futures, and other derivatives [2012]
 Hull, John, 1946
 8th ed.  Boston : Prentice Hall, c2012.
 Description
 Book — xxi, 841 p. : ill. ; 26 cm. + 1 CDROM (4 3/4 in.)
 Summary

 Chapter 1. Introduction
 Chapter 2. Mechanics of Futures Markets
 Chapter 3. Hedging Strategies Using Futures
 Chapter 4. Interest Rates
 Chapter 5. Determination of Forward and Futures Prices
 Chapter 6. Interest Rate Futures
 Chapter 7. Swaps
 Chapter 8. Securitization and the Credit Crisis of
 2007
 Chapter 9. Mechanics of Options Markets
 Chapter 10. Properties of Stock Options
 Chapter 11. Trading Strategies Involving Options
 Chapter 12. Binomial Trees
 Chapter 13. Wiener Processes and Ito's Lemma
 Chapter 14. The BlackScholesMerton Model
 Chapter 15. Employee Stock Options
 Chapter 16. Options on Stock Indices and Currencies
 Chapter 17. Options on Futures
 Chapter 18. Greek Letters
 Chapter 19. Volatility Smiles
 Chapter 20. Basic Numerical Procedures
 Chapter 21. Value at Risk
 Chapter 22. Estimating Volatilities and Correlations
 Chapter 23. Credit Risk
 Chapter 24. Credit Derivatives
 Chapter 25. Exotic Options
 Chapter 26. More on Models and Numerical Procedures
 Chapter 27. Martingales and Measures
 Chapter 28. Interest Rate Derivatives: The Standard Market Models
 Chapter 29. Convexity, Timing, and Quanto Adjustments
 Chapter 30. Interest Rate Derivatives: Models of the Short Rate
 Chapter 31. Interest Rate Derivatives: HJM and LMM
 Chapter 32. Swaps Revisited
 Chapter 33. Energy and Commodit Derivatives
 Chapter 34. Real Options
 Chapter 35. Derivatives Mishaps and What We Can Learn from Them.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Science Library (Li and Ma)
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HG6024 .A3 H85 2012  Unknown 
7. Options, futures, and other derivatives [2015]
 Hull, John, 1946
 Ninth edition.  Boston : Pearson, [2015]
 Description
 Book — xxi, 869 pages : illustrations ; 27 cm
 Summary

 1. Introduction
 2. Mechanics of Futures Markets
 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. OIS Discounting, Credit Issues, and Funding Costs
 10. Mechanics of Options Markets
 11. Properties of Stock Options
 12. Trading Strategies Involving Options
 13. Binomial Trees
 14. Wiener Processes and Ito's Lemma
 15. The BlackScholesMerton Model
 16. Employee Stock Options
 17. Options on Stock Indices and Currencies
 18. Options on Futures
 19. Greek Letters
 20. Volatility Smiles
 21. Basic Numerical Procedures
 22. Value at Risk
 23. Estimating Volatilities and Correlations for Risk Management
 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. Interest Rate Derivatives: Models of the Short Rate
 32. HJM, LMM, and Multiple Zero Curves
 33. Swaps Revisited
 34. Energy and Commodity Derivatives
 35. Real Options
 36. Derivatives Mishaps and What We Can Learn from Them Glossary of Terms DerivaGem Software Major Exchanges Trading Futures and Options Table for N(x) when x<=
 0 Table for N(x) when x=>0 Author index Subject index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
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HG6024 .A3 H85 2015  Unknown 
8. Options, futures, and other derivatives [2018]
 Hull, John, 1946 author.
 Tenth edition.  New York, NY : Pearson, [2018]
 Description
 Book — xxiii, 868 pages ; 26 cm
 Summary

 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 Ito's lemma
 15. The BlackScholesMerton 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. Noarbitrage 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 Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for N (x) Author index Subject index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data)
 Online
Science Library (Li and Ma)
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HG6024 .A3 H85 2018  Unknown 