Options, futures and other derivatives /
by Hull, John; Basu, Sankarshan [jt. aut.].
Material type:
BookPublisher: Chennai : Pearson, c2010Edition: 7th ed.Description: xxii, 841 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.).ISBN: 9788131723586.Subject(s): Futures | Stock options| Item type | Current location | Collection | Call number | Status | Date due | Barcode |
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Books
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Dhaka University Library General Stacks | Non Fiction | 332.6 HUO (Browse shelf) | Available | 452424 |
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.
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