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Student solutions manual for options, futures, and other derivatives John C Hull

By: Publication details: Pearson Education India Delhi 2010Edition: 7Description: 848 p. PaperISBN:
  • 9788131728048
Subject(s): DDC classification:
  • 332.645
Contents:
Table of Content Preface 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 Options on Stock Indices, Currencies, and Futures The Greek Letters Volatility Smiles Basic Numerical Procedures Value at Risk Estimating Volatilities and Correlations Credit Risk Credit Derivatives Exotic Options Weather, Energy, and Insurance Derivatives More on Models and Numerical Procedures Martingales and Measures Interest Rate Derivatives: The Standard Market Models Convexity, Timing, and Quanto Adjustments Interest Tate 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
Summary: As in the sixth edition, end-of-chapter problems are divided into two groups: "Questions and Problems" and "Assignment Questions". Solutions to the Questions and Problems are in Options, Futures, and Other Derivatives 7e: Solutions Manual which is published by Pearson and can be purchased by students.
List(s) this item appears in: Recent Additions to the Library-September-16
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Book Book Main Library Reference REFERENCE 332.645/ Hul/ 32665 (Browse shelf(Opens below)) Not For Loan 11132665
Book Book Main Library ON SHELF FINANCE (CUP 12/SH 1) 332.645/ Hul/ 32666 (Browse shelf(Opens below)) Available 11132666
Total holds: 0

Table of Content

Preface
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
Options on Stock Indices, Currencies, and Futures
The Greek Letters
Volatility Smiles
Basic Numerical Procedures
Value at Risk
Estimating Volatilities and Correlations
Credit Risk
Credit Derivatives
Exotic Options
Weather, Energy, and Insurance Derivatives
More on Models and Numerical Procedures
Martingales and Measures
Interest Rate Derivatives: The Standard Market Models
Convexity, Timing, and Quanto Adjustments
Interest Tate 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

As in the sixth edition, end-of-chapter problems are divided into two groups: "Questions and Problems" and "Assignment Questions". Solutions to the Questions and Problems are in Options, Futures, and Other Derivatives 7e: Solutions Manual which is published by Pearson and can be purchased by students.

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