Options, futures, and other derivatives. /
John C. Hull.
- 7th, ed.
- Upper Saddler River: Prentice Hall, C 2009.
- xxii,814pages ill. 25cm. CD inclusive.
Include index
Content: Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- 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 -- Derivatives markets in developing countries -- Options on stock indices and currencies -- Future options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Valve 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: HJM and LMM -- Swaps Revisited -- Real options -- derivatives mishaps and what we can learn from them.