Options, Futures and Other Derviatives / Edition 6

Options, Futures and Other Derviatives / Edition 6

by John C. Hull
     
 

Designed to bridge the gap between theory and practice, this successful book is regarded as "the bible" in trading rooms throughout the world. The books covers both derivatives markets and risk management, including credit risk and credit derivatives; forward, futures, and swaps; insurance, weather, and energy derivatives; and more. For

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Overview

Designed to bridge the gap between theory and practice, this successful book is regarded as "the bible" in trading rooms throughout the world. The books covers both derivatives markets and risk management, including credit risk and credit derivatives; forward, futures, and swaps; insurance, weather, and energy derivatives; and more. For options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.

Product Details

ISBN-13:
9780131499089
Publisher:
Prentice Hall
Publication date:
06/14/2005
Edition description:
REV
Pages:
816
Product dimensions:
8.18(w) x 10.16(h) x 1.44(d)

Table of Contents

Ch. 1Introduction1
Ch. 2Mechanics of futures markets21
Ch. 3Hedging strategies using futures47
Ch. 4Interest rates75
Ch. 5Determination of forward and futures prices99
Ch. 6Interest rate futures129
Ch. 7Swaps149
Ch. 8Mechanics of options markets181
Ch. 9Properties of stock options205
Ch. 10Trading strategies involving options223
Ch. 11Binomial trees241
Ch. 12Wiener processes and Ito's lemma263
Ch. 13The Black-Scholes-Merton model281
Ch. 14Options on stock indices, currencies, and futures313
Ch. 15The Greek letters341
Ch. 16Volatility smiles375
Ch. 17Basic numerical procedures391
Ch. 18Value at risk435
Ch. 19Estimating volatilities and correlations461
Ch. 20Credit risk481
Ch. 21Credit derivatives507
Ch. 22Exotic options529
Ch. 23Weather, energy, and insurance derivatives551
Ch. 24More on models and numerical procedures561
Ch. 25Martingales and measures589
Ch. 26Interest rate derivatives : the standard market models611
Ch. 27Convexity, timing, and quanto adjustments635
Ch. 28Interest rate derivatives : models of the short rate649
Ch. 29Interest rate derivatives : HJM and LMM679
Ch. 30Swaps revisited697
Ch. 31Real options713
Ch. 32Derivatives mishaps and what we can learn from them729

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