Options, futures, and their derivatives. / John C. Hull.
Material type: TextPublisher: Upper Saddle River, NJ : Pearson, 2015Edition: 9th edDescription: xxi, 869 p. : illISBN: 9780133456318Subject(s): Futures. Stock options. Derivative securitiesDDC classification: 332.1068/1 LOC classification: HG6024.A3.H85Item type | Current location | Home library | Call number | Copy number | Status | Date due | Barcode |
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Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY nursing | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | HG6024.A3.H85(9e) (Browse shelf) | 1 | Available | K/1214/1214/19 | |
Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY nursing | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | HG6024.A3.H851(9e) (Browse shelf) | 2 | Available | K/1359/1359/19 | |
Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY nursing | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | HG6024.A3.H852(9e) (Browse shelf) | 3 | Available | K/1360/1360/19 |
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RS51.U65(27e) Advice for the patient: drug information in lay language. / | RM301.M47(22e) Mosby's pharmacology in nursing. / | RM170.G33(30e) Intravenous medications: a handbook for nurses and health professionals. / | HG6024.A3.H85(9e) Options, futures, and their derivatives. / | HG6024.A3.H851(9e) Options, futures, and their derivatives. / | HG6024.A3.H852(9e) Options, futures, and their derivatives. / | HG181.M55(7e) Financial markets and institutions. / |
Includes bibliographical references and index.
Contents: Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- OIS discounting, credit issues, and funding costs -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito's lemma -- The Black-scholes-merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- 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, LMM, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them --
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