Options, futures, and other derivatives. / John C. Hull.
Material type: TextPublisher: Upper Saddle River, N.J. : Pearson/Prentice Hall, c2006Edition: 6th edDescription: xxii, 789 p. : ill. ; 26 cm + 1 CD-ROM (4 3/4 in.)ISBN: 0131499084Subject(s): Futures | Stock options | Derivative securitiesDDC classification: 332.64/5 LOC classification: HG6024.A3H85 Other classification: 85.33 Online resources: Table of contents onlyItem type | Current location | Home library | Call number | Copy number | Status | Date due | Barcode |
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Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HG6024.A3H85 (Browse shelf) | 1 | Available | 3222/12 | |
Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HG6024.A3H851 (Browse shelf) | 2 | Available | 3223/12 | |
Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HG6024.A3H852 (Browse shelf) | 3 | Available | 3224/12 |
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HG6024.A3 C632 Currency risk management:currency swaps. / | HG6024.A3 C632 Currency futures. / Brian Coyle | HG6024.A3H851 Options, futures, and other derivatives. / | HG6024.A3H852 Options, futures, and other derivatives. / | HG6024.3.C63 Currency options. / | HG6024.3.C631 Currency options. / | HG6024.3.C632 Currency options. / |
Includes bibliographical references and index.
Contents: Introduction -- Mechanics of future markets -- Hedging strategies using futures -- Interest rates -- Determination of foreward and future prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and lto's lemma -- The Black-scholes--merton model -- Options on stock indices, currencies and futures -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- Weather, energy and insurance 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 -- HJM and LMM -- Swaps revisited -- Real options.
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