02165cam a22003014a 4500 14346927 OSt 20211118153224.0 060420s2007 njua b 001 0 eng 2006043553 9780133456318 0133456315 (OCoLC)ocm67945680 DLC DLC BAKER C#P DLC pcc HG6024.A3.H85 332.1068/1 22 Hull, John, Options, futures, and their derivatives. / John C. Hull. 9th ed. Upper Saddle River, NJ : Pearson, 2015. xxi, 869 p. : ill. ; Includes bibliographical references and index. Contents: Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- OIS discounting, credit issues, and funding costs -- 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 -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- 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, LMM, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Futures. Stock options. Derivative securities. 7 cbc orignew 1 ocip 20 y-gencatlg lcc BK 8034 15534 0 0 lcc 0 0 WIUC-KL WIUC-KL NURS L. 2019-11-04 0 HG6024.A3.H85(9e) K/1214/1214/19 2021-11-18 00:00:00 1 2021-11-18 BK 0 0 lcc 0 0 WIUC-KL WIUC-KL NURS L. 2019-11-04 HG6024.A3.H851(9e) K/1359/1359/19 2021-11-18 00:00:00 2 2021-11-18 BK 0 0 lcc 0 0 WIUC-KL WIUC-KL NURS L. 2019-11-04 0 HG6024.A3.H852(9e) K/1360/1360/19 2021-11-18 00:00:00 3 2021-11-18 BK