TY  - BOOK
AU  - Hull,John
TI  - Options, futures, and their derivatives.
SN  - 9780133456318
AV  - HG6024.A3.H85 
U1  - 332.1068/1 22
PY  - 2015///
CY  - Upper Saddle River, NJ
PB  - Pearson
KW  - Futures.
KW  - Stock options
KW  -  Derivative securities
N1  - 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 --
ER  -