Options, futures & other derivatives / John C. Hull

By:

Hull, John, 1946-

Material type: Text

TextSeries: Prentice Hall finance seriesPublication details: Upper Saddle River, NJ : Prentice Hall, 2003.Edition: 5th ednDescription: xxi, 744 p. : ill. ; 25 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

0130465925
9780130465924

Other title:

Options, futures, and other derivatives

Subject(s):

DDC classification:

332.645 22 /HUL

LOC classification:

HG6024.A3 H85 2003

Contents:

1. Introduction -- 2. Mechanics of futures markets -- 3. Determination of forward and futures prices -- 4. Hedging strategies using futures -- 5. Interest rate markets -- 6. Swaps -- 7. Mechanics of options markets -- 8. Properties of stock options -- 9. Trading strategies involving options -- 10. Introduction to binomial trees -- 11. model of the behavior of stock prices -- 12. Black-Scholes model -- 13. Options on stock indices, currencies, and futures -- 14. Greek letters -- 15. Volatility smiles -- 16. Value at risk -- 17. Estimating volatilities and correlations -- 18. Numerical procedures -- 19. Exotic options -- 20. More on models and numerical procedures -- 21. Martingales and measures -- 22. Interest rate derivatives: the standard market models -- 23. Interest rate derivatives: models of the short rate -- 24. Interest rate derivatives: more advanced models -- 25. Swaps revisited -- 26. Credit risk -- 27. Credit derivatives -- 28. Real options -- 29. Insurance, weather, and energy derivatives -- 30. Derivatives mishaps and what we can learn from them -- DerivaGem software -- Table for N(x) when x [actual symbol not reproducible] 0 -- Table for N(x) when x [actual symbol not reproducible] 0

Summary: "[This book] is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills ... The book covers both derivatives markets and risk management. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed"--Page xix

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Holdings
Item type	Current library	Collection	Shelving location	Call number	Copy number	Status	Date due	Barcode
Books	Dato Maznah Library & Information Services	Open Collection	H Social Sciences	HG6024.A3 H85 2003 (Browse shelf(Opens below))	1	Available		1002123

Includes bibliographical references and indexes

"[This book] is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills ... The book covers both derivatives markets and risk management. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed"--Page xix

System requirements for accompanying CD-ROM: Windows 95/98/2000/NT/ME/XP

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