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Options, futures, and other derivatives /

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Bibliographic Details
Main Author: Hull, John, 1946- (Author)
Format: Book
Language:English
Published: New York : Pearson, [2018]
Edition:Tenth edition.
Subjects:
Futures.
Stock options.
Derivative securities.
Table of Contents:
  • Preface
  • Introduction
  • Futures markets and central counterparties
  • Hedging strategies using futures
  • Interest rates
  • Determination of forward and futures prices
  • Interest rate futures
  • Swaps
  • Securitization and the credit crisis of 2007
  • XVAS
  • Mechanics of options markets
  • Properties of stock options
  • Trading strategies involving options
  • Binomial trees
  • Wiener processes and itoö 's lemma
  • The black/scholes/merton model
  • Employee stock options
  • Options on stock indices and currencies
  • Futures options
  • The greek letters
  • Volatility smiles
  • Basic numerical procedures
  • Value at risk and expected shortfall
  • Estimating volatilities and correlations
  • Credit risk
  • Credit derivatives
  • Exotic options
  • More on models and numerical procedures
  • Martingales and measures
  • Interest rate derivatives : the standard market models
  • Convexity, timing, and quanto adjustments
  • Equilibrium models of the short rate
  • No-arbitrage models of the short rate
  • Hjm, lmm, and multiple zero curves
  • Swaps revisited
  • Energy and commodity derivatives
  • Real options
  • Derivatives mishaps and what we can learn from them
  • Author index
  • Subject index.