Hull, John 1946- creator text bibliography nju New Jersey Prentice Hall c2009 2009 7th ed. monographic eng

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xxii, 821 p. : ill. ; 26 cm. + 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. John C. Hull. Includes bibliographical references and indexes. Futures Stock options HG6024.A3 H85 2009 332.6 HUO 9780136015864 2008010842 DLC 080321 20190124093437.0 15228472