TY  - BOOK
AU  - Hull, John C.
TI  - Options, futures, and other derivatives.
SN  - 9780135009949
AV  - HG6024.A3 H85 
PY  - 2009///
CY  - Upper Saddler River
PB  - Prentice Hall
KW  - Options, Future, And Other Derivatives
N1  - 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.; include index
ER  -