Options, futures, and other derivatives

Author(s)

• Hull, J. C. (John C.)

Bibliographic Information

Options, futures, and other derivatives

John C. Hull

（The Prentice Hall series in finance）

Pearson Prentice Hall, c2009

7th ed.

• [text]
• Solutions manual : pbk

Other Title

Student solutions manual : Options, futures, and other derivatives

Note

Title of CD-ROM: DerivaGem software

Student solutions manual has no series title

Includes bibliographical references and index

Description and Table of Contents

Volume

[text] ISBN 9780136015864

Description

&>For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.

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. The Greek Letters 16. Volatility Smiles 17. Basic Numerical Procedures 18. Value at Risk 19. Estimating Volatilities and Correlations 20. Credit Risk 21. Credit Derivatives 22. Exotic Options 23. Weather, Energy, and Insurance 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 Tate 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 Tables for N(x) Author index Subject index

Volume

Solutions manual : pbk ISBN 9780136015895

Description

As in the sixth edition, end-of-chapter problems are divided into two groups: ``Questions and Problems'' and ``Assignment Questions''. Solutions to the Questions and Problems are in Options, Futures, and Other Derivatives 7e: Solutions Manual which is published by Pearson and can be purchased by students.

by "Nielsen BookData"

Details

• NCID: BA86039218
• ISBN:
  • 9780136015864
  • 9780136015895
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Upper Saddle River, N.J.
• Pages/Volumes: 2 v. (xxii, 822 p. ; v, 272 p.)
• Size: 26-28 cm
• Attached Material: 1 CD-ROM
• Classification:
  • LCC : HG6024.A3
  • DC22 : 332.64/5
• Subject Headings:
  • LCSH : Futures
  • LCSH : Stock options
  • LCSH : Derivative securities
• Parent Bibliography ID:
  • BA84968497