00000cam a22000004a 4500 UP-99796217608599930 Buklod 20081117140025.0 m |o d | ta 081117s2009 xx d r |||| u| 9780135009949 0135009944 9780136015864 0136015867 (iLib)UPD-00063895790 DBUS eng DMLUC HG 6024 A3 H84 2009 Hull, John C. 1946- Options, futures, and other derivatives John C. Hull. 7th ed. Upper Saddle River, N.J. Pearson Education c2009. xxii, 821 p. ill. + 1 CD ROM (4 3/4 in.) 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. Futures. Stock options. Derivative securities. FO Monograph UPD DBUS HG 6024 A3 H84 2009 Book