000 | 01714nam a2200205Ia 4500 | ||
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999 |
_c165870 _d165870 |
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020 | _a9788131723586 | ||
040 | _cCUS | ||
082 |
_a658 _bHUL/O |
||
100 |
_aHull, John C. _911535 |
||
245 | 0 |
_aOptions, futures, and other derivatives / _cJohn C. Hull, Sankarshan Basu. |
|
250 | _a7th ed. | ||
260 |
_a[Delhi] : _bDorling Kindersley (India) Pvt. Ltd, _c2010. |
||
300 | _axxii, 841 pages : illustrations ; 26 cm + 1 CD-ROM | ||
504 | _aOther Titles: DerivaGem software. | ||
505 | _aIntroduction -- 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 -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures. Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy 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 : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Real options -- Derivatives mishaps and what we can learn from them. | ||
650 |
_aFutures. _911536 |
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650 |
_a Stock options. _911537 |
||
650 |
_a Derivative securities. _911538 |
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942 |
_cWB16 _01 |