Options, futures and other derivatives / John C. Hull.
By: Hull, John
.
Material type: 
BookPublisher: Upper Saddle River, NJ : Prentice Hall, c2009Edition: 7th ed.Description: xxii, 821 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.).ISBN: 9780136015864.Subject(s): Futures | Stock options | Derivative securitiesOnline resources: Table of contents only | Item type | Current location | Collection | Call number | Status | Notes | Date due | Item holds |
|---|---|---|---|---|---|---|---|
General Circulation Books
|
Non-fiction | HG6024. H85 2009 (Browse shelf) | Available | MO |
Browsing Technical University of Kenya Library Shelves , Collection code: Non-fiction Close shelf browser
| No cover image available | ||||||||
| HG4650 .F59 2004 Fixed income readings for the chartered financial analyst program / | HG4910 .S28 2004 Financial markets and institutions : | HG4963 .L47 2000 Venture capital and private equity : | HG6024. H85 2009 Options, futures and other derivatives / | HJ9435.M32 1974 financial management in local goverment: | HJ9435.M32 1974 financial management in local goverment: | HJ9435.M32 1974 financial management in local goverment: |
Includes bibliographical references and indexes.
Introduction -- 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.
There are no comments for this item.