Options, futures, and other derivatives / John C. Hull, Sankarshan Basu.

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Material type: Text

9789332559417

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DDC classification:

332.654 HUL

Contents:

1. Introduction -- 2. Mechanics of futures markets -- 3. Hedging strategies using futures -- 4. Interest rates -- 5. Determination of forward and futures prices -- 6. Interest rate futures -- 7. Swaps -- 8. Mechanics of options markets -- 9. Properties of stock options -- 10. Trading strategies involving options --11. Binomnial trees -- 12. Wiener processes and It6's lemma -- 13. The Black-Scholes-Merton m odel -- 14. Options on stock indices, currencies, and futures -- 15. The Greek letters -- 16. Volatility smiles -- 17. Basic numerical procedures -- 18. Value at risk -- 19. Estimating volatilities and correlations -- 20. Credit risk -- 21. Credit derivatives -- 22. Exotic options -- 23. Weather, energy, and insurance derivatives -- 24. More on models and numerical procedures -- 25. Martingales and measures -- 26. Interest rate derivatives: the standard market models -- 27. Convexity, timing, and quanto adjustments -- 28. Interest rate derivatives: models of the short rate -- 29. Interest rate derivatives: HJM and LMM -- 30. Swaps revisited -- 31. Real options -- 32. Derivatives mishaps and what we can learn from them.

List(s) this item appears in: Weekly Addition

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
General Books	CUTN Central Library Social Sciences	Non-fiction	332.654 HUL (Browse shelf(Opens below))	Available		38575

Includes CD-ROM.

Includes index.

1. Introduction --
2. Mechanics of futures markets --
3. Hedging strategies using futures --
4. Interest rates --
5. Determination of forward and futures prices --
6. Interest rate futures --
7. Swaps --
8. Mechanics of options markets --
9. Properties of stock options --
10. Trading strategies involving options --11. Binomnial trees --
12. Wiener processes and It6's lemma --
13. The Black-Scholes-Merton m odel --
14. Options on stock indices, currencies, and futures --
15. The Greek letters --
16. Volatility smiles --
17. Basic numerical procedures --
18. Value at risk --
19. Estimating volatilities and correlations --
20. Credit risk --
21. Credit derivatives --
22. Exotic options --
23. Weather, energy, and insurance derivatives --
24. More on models and numerical procedures --
25. Martingales and measures --
26. Interest rate derivatives: the standard market models --
27. Convexity, timing, and quanto adjustments --
28. Interest rate derivatives: models of the short rate --
29. Interest rate derivatives: HJM and LMM --
30. Swaps revisited --
31. Real options --
32. Derivatives mishaps and what we can learn from them.

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