×

Uh-oh, it looks like your Internet Explorer is out of date.

For a better shopping experience, please upgrade now.

Options, Futures and Other Derviatives / Edition 6
     

Options, Futures and Other Derviatives / Edition 6

by John C. Hull
 

ISBN-10: 0131499084

ISBN-13: 9780131499089

Pub. Date: 06/14/2005

Publisher: Prentice Hall

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

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

Preface.

  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. Binomial Trees.

12. Wiener Processes and Ito’s Lemma.

13. The Black-Scholes-Merton Model.

14. Options on Stock Indices, Currencies, and Futures.

15. Greek Letters.

16. Volatility Smiles.

17. Basic Numerical Procedures.

18. Value at Risk.

19. Estimating Volatilities and Correlations for Risk Management.

20. Credit Risk.

21. Credit Derivatives.

22. Exotic Options.

23. Insurance, Weather, and Energy 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.

Glossary of Terms.

DerivaGem Software.

Major Exchanges Trading Futures and Options.

Table for N(x) when x≤ 0.

Table for N(x) when x≥0.

Author Index.

SubjectIndex.

Customer Reviews

Average Review:

Post to your social network

     

Most Helpful Customer Reviews

See all customer reviews