Options, Futures, and other Derivatives John C Hull and Sankarshan Basu

By:

John C Hull

Material type: Text

TextPublication details: New DElhi Pearson 2016Edition: 9th edDescription: 905ISBN:

9789332559417

Subject(s):

DDC classification:

332.645 J6132 O 102830

Contents:

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. Securitization and the credit crisis of 2007 9. OIS discounting, credit issues, and funding costs 10. Mechanics of options markets 11. Properties of stock options 12. Trading strategies involving options 13. Binomial trees 14. Wiener processes and Itoˆ's lemma 15. The Black-Scholes-Merton model 16. Employee stock options 17. Options on stock indices and currencies 18. Futures options 19. The Greek letters 20. Volatility smiles 21. Basic numerical procedures 22. Value at risk 23. Estimating volatilities and correlations 24. Credit risk 25. Credit derivatives 26. Exotic options 27. More on models and numerical procedures 28. Martingales and measures 29. Interest rate derivatives: The standard market models... 30. Convexity, timing, and quanto adjustment 31. Interest rate derivatives: Models of the short rate 32. HJM, LMM, and multiple zero curves 33. Swaps Revisited 34. Energy and commodity derivatives 35. Real options 36. Derivatives mishaps and what we can learn from them

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Holdings
Item type	Current library	Collection	Call number	Status	Barcode
Books	Prajna Pratishthanam Library Management	Non-fiction	332.645 J6132 O 102830 (Browse shelf(Opens below))	Available	102830

Since the first edition of this book was published in 1988, there have been many developments in the options and

derivatives markets. The ninth edition of Options, Futures, and Other Derivatives has taken in to account these fast-paced changes, and presents the reader with an up-to-date scenario. Like earlier editions, this book has been designed to serve the wider spectrum of the market. It is appropriate for students pursuing graduate courses in business, economics and financial engineering. It can be used for advanced undergraduate courses involving quantitative skills. Many practitioners who are involved in derivatives markets may also find the book useful.

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. Securitization and the credit crisis of 2007
9. OIS discounting, credit issues, and funding costs
10. Mechanics of options markets
11. Properties of stock options
12. Trading strategies involving options
13. Binomial trees
14. Wiener processes and Itoˆ's lemma
15. The Black-Scholes-Merton model
16. Employee stock options
17. Options on stock indices and currencies
18. Futures options
19. The Greek letters
20. Volatility smiles
21. Basic numerical procedures
22. Value at risk
23. Estimating volatilities and correlations
24. Credit risk
25. Credit derivatives
26. Exotic options
27. More on models and numerical procedures
28. Martingales and measures
29. Interest rate derivatives: The standard market models...
30. Convexity, timing, and quanto adjustment
31. Interest rate derivatives: Models of the short rate
32. HJM, LMM, and multiple zero curves
33. Swaps Revisited
34. Energy and commodity derivatives
35. Real options
36. Derivatives mishaps and what we can learn from them

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