Options, futures, and other derivatives - Hull, John, 1946- (Essex, England : Pearson Eduation Limited and Associated Companies throughout the world, 2012)
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- 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 -- Futures options -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- 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 -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Derivatives markets in developing countries
"Pearson published this exclusive edition for the benefit of students outside the United States and Canada .... Pearson International Edition"--P. [4] of cover
Accompanying disc contains two Excel applications, the Options Calculator and the Application builder. The former consists of software for valuing a wide range of options; the latter consists of a number of Excel functions from which users can build their own applications
Accompanying disc has title: DerivaGem version 2.01
Authorized adaptation from the United States edition, entitled Options, futures and other derivatives ISBN 9780132164948 ...-- Verso
Includes bibliographical references and index
System requirements for accompanying disc: personal or multimedia computer with a 133 MHz Pentium processor ; 32 MB RAM/64MB recommended, with 64 MB RAM/128 MB recommended for Windows XP ; Microsoft Windows 2000, Windows NT 4, Windows ME, Windows XP, Vista, or Windows 7; minimum system requirement for Open Office users is OpenOffice.org 3 ; Microsoft Excel (2000, 2002, 2003, or 2007) ; in addition to the RAM required by the operating system your computer is running, this CD requires 64 MB RAM for, Windows NT 4.0, Windows 2000, Windows ME, Windows XP, Vista, or Windows 7.4X ; CD-ROM drive ; mouse and keyboard ; 256 Color VGA monitor at a screen resolution of 800 x 600
Keywords: Derivative securities; Futures; Stock options