Options, futures, and other derivatives
 Responsibility
 John C. Hull.
 Language
 English.
 Edition
 7th ed.
 Imprint
 Upper Saddle River, NJ : Pearson/Prentice Hall, c2009.
 Physical description
 xxii, 822 p. : ill. ; 26 cm. + 1 CDROM (4 3/4 in.)
 Series
 Prentice Hall finance series.
Access
Available online
Math & Statistics Library

Stacks
 Library has: 1 v. + 1 CD
ROM 
Unknown
HG6024 .A3 H85 2009
 Library has: 1 v. + 1 CD
More options
Creators/Contributors
 Author/Creator
 Hull, John, 1946
Contents/Summary
 Bibliography
 Includes bibliographical references and indexes.
 Contents

 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)
 Publisher's 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.
(source: Nielsen Book Data)
Subjects
Bibliographic information
 Publication date
 2009
 Title Variation
 Options, futures, & other derivatives
 Series
 Prentice Hall series in finance
 Note
 Mathematics & Statistics Library copy 2 : Lacks CDRom.
 ISBN
 9780136015864
 0136015867