TY  - BOOK
AU  - Hull,John
TI  - Options, futures and other derivatives
T2  - Prentice Hall series in finance
SN  - 9780132604604
AV  - HG6024.A3 H85 2009
U1  - 332.645 22
PY  - 2009///
CY  - Upper Saddle River, NJ
PB  - Prentice Hall
KW  - Futures
KW  - Stock options
KW  - Derivative securities
N1  - Includes bibliographical references and indexes; 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
N2  - For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management....
Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world
UR  - http://www.loc.gov/catdir/toc/ecip0814/2008010842.html
UR  - http://repository.fue.edu.eg/xmlui/handle/123456789/2732
ER  -