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Book Cover
Book
Author Hull, John, 1946-

Title Options, futures, and other derivatives / John C. Hull
Edition Third edition
Published Upper Saddle River, N.J. : Prentice Hall ; London : Prentice-Hall International, [1997]
©1997

Copies

Location Call no. Vol. Availability
 MELB  332.632 Hul/Ofa 1997  AVAILABLE
Description xix, 572 pages : illustrations ; 24 cm + 1 computer disk (3 1/2 in.)
Contents 1. Introduction -- 2. Futures markets and the use of futures for hedging -- 3. Forward and futures prices -- 4. Interest rate futures -- 5. Swaps -- 6. Options markets -- 7. Properties of stock option prices -- 8. Trading strategies involving options -- 9. Introduction to binomial trees -- 10. Model of the behavior of stock prices -- 11. The Black-Scholes analysis -- 12. Options on stock indices, currencies, and futures contracts -- 13. General approach to pricing derivatives -- 14. The management of market risk -- 15. Numerical procedures -- 16. Interest rate derivatives and the use of Black's model -- 17. Interest rate derivatives and models of the yield curve -- 18. Exotic options -- 19. Alternatives to Black-Scholes for option pricing -- 20. Credit risk and regulatory capital -- 21. Review of key concepts
Analysis Securities
Securities
Notes Includes index
Previous ed.: published as Options, futures, and other derivative securities. Englewood Cliffs : Prentice Hall, 1993
Bibliography Includes author and subject index
Subject Derivative securities.
Financial futures.
Futures.
Stock options.
Author Hull, John, 1946-
LC no. 96013389
ISBN 0131864793
0132643677 (paperback)
OTHER TI Deriva gem. http://id.loc.gov/authorities/names/n99012658