Options, Futures, And Other Derivatives John C. Hull; Sankarshan Basu
Material type:
TextLanguage: English Publication details: Noida Pearson India Education Services Pvt. Ltd c2018Edition: 10th edDescription: xxiv; 903 P.BISBN: - 9789352866595
- 332.645 HUL(OPT)Ed10
| Item type | Current library | Collection | Call number | Vol info | Copy number | Status | Barcode | |
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| Reference Economics | St. Xavier's University, Kolkata Reference Section | Reference | R 332.645 HUL(OPT)Ed10 (Browse shelf(Opens below)) | S.X.U.K | 5105 | Not For Loan | UE069 | |
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St. Xavier's University, Kolkata Lending Section | 332.645 HUL(OPT)Ed10 (Browse shelf(Opens below)) | S.X.U.K | 5104 | Available | E353 | ||
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St. Xavier's University, Kolkata Lending Section | 332.645 HUL(OPT)Ed10.C1 (Browse shelf(Opens below)) | S.X.U.K | 5103 | Available | E354 | ||
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St. Xavier's University, Kolkata Lending Section | 332.645 HUL(OPT)Ed10.C2 (Browse shelf(Opens below)) | S.X.U.K | 5102 | Available | E355 | ||
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Economics
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| 332.645 HUL(OPT)Ed10.C1 Options, Futures, and Other Derivatives | 332.645 HUL(OPT)Ed10.C2 Options, Futures, And Other Derivatives | 332.645 HUL(OPT)Ed10.C2 Options, Futures, and Other Derivatives | 332.645 HUL(OPT)Ed10.C3 Options, Futures, And Other Derivatives | 332.645 HUL(OPT)Ed10.C3 Options, Futures, and Other Derivatives | 332.645 HUL(OPT)Ed10.C4 Options, Futures, and Other Derivatives | 332.645 HUL(OPT)Ed9 Options, futures, and other derivatives |
1. Introduction
2. Futures markets and central counterparties
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. XVAs
10. Mechanics of options markets
11. Properties of stock options
12. Trading strategies involving options
13. Binomial trees
14. Wiener processes and Itô's lemma
15. The Black—Scholes—Merton model
16. Employee stock options
17. Options on stock indices and currencies
18. Futures options and Black's model
19. The Greek letters
20. Volatility smiles
21. Basic numerical procedures
22. Value at risk and expected shortfall
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 adjustments
31. Equilibrium models of the short rate
32. No-arbitrage models of the short rate
33. HJM, LMM, and multiple zero curves
34. Swaps Revisited
35. Energy and commodity derivatives
36. Real options
37. Derivatives mishaps and what we can learn from them
Glossary of terms
DerivaGem software
Major exchanges trading futures and options
Tables for N (x)
Author index
Subject index
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