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Options, futures, and other derivatives
Basu, Sankarshan, Hull, JohnHow much do you like this book?
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Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- XVAS -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and itoö 's lemma -- The black/scholes/merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk and expected shortfall -- 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 -- Equilibrium models of the short rate -- No-arbitrage models of the short rate -- Hjm, lmm, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Author index -- Subject index.
Categories:
Year:
2018
Edition:
Tenth edition
Publisher:
Pearson
Language:
english
ISBN 10:
9353063019
ISBN 13:
9789353063016
File:
PDF, 10.15 MB
Your tags:
IPFS:
CID , CID Blake2b
english, 2018
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