Hull, John 1946- creator text bibliography nju Upper Saddle River, N.J Pearson/Prentice Hall c2006 2006 6th ed. monographic eng

print

xxii, 789 p. : ill. ; 26 cm + 1 CD-ROM (4 3/4 in.). Contents: Introduction -- Mechanics of future markets -- Hedging strategies using futures -- Interest rates -- Determination of foreward and future prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and lto's lemma -- The Black-scholes--merton model -- Options on stock indices, currencies and futures -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- Weather, energy and insurance 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 -- HJM and LMM -- Swaps revisited -- Real options. John C. Hull. Includes bibliographical references and index. Futures Stock options Derivative securities HG6024.A3H85 332.64/5 85.33 0131499084 2005047692 http://www.loc.gov/catdir/toc/fy0608/2005047692.html http://www.loc.gov/catdir/toc/fy0608/2005047692.html DLC 050415 20210414114004.0 13930835