| Collection Title: | SET Collection | | Title : | Options, futures, : and other derivatives | | Material Type: | printed text | | Authors: | Hull, John, 1946-, Author | | Edition statement: | 8the ed. | | Publication Date: | c2012 | | Pagination: | xxi, 841 | | Layout: | ill. | | Size: | 26 cm. | | Accompanying material: | 1 CD-ROM (4 3/4 in.) | | ISBN (or other code): | 978-0-273-75907-2 | | Price: | Gift. | | Languages : | English (eng) | | Descriptors: | [LCSH]Derivative securities
[LCSH]Futures
[LCSH]Stock options
| | Keywords: | Futures.
Stock options.
Derivative securities. | | Class number: | HG6024.A3 H85 2012 | | Contents note: | Introduction.-- Mechanics of future markets.-- Hedging strtegies using futures.-- Interest rates.-- Determination of forward and futures prices.-- Interest rate futures.-- Swaps.-- Securitization and the credit crisis of 2007.-- Mechanics of option markets.-- Properties of stock options.-- Trading strategies involving options.-- Binomial tress.-- Wiener processes and ito's lemma.-- The black-scholes-merton model.-- Employee stock options.-- Option on stock indices and currencies.-- Future options.-- The 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 reviited.-- Energy and commodity derivatives.-- Real options.-- Derivatives mishaps and what we can learn from them.-- Derivatives markets in developing countries.-- | | Curricular : | BBA/GE/MBA | | Record link: | http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=23896 |
SET Collection. Options, futures, : and other derivatives [printed text] / Hull, John, 1946-, Author . - 8the ed. . - c2012 . - xxi, 841 : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.). ISBN : 978-0-273-75907-2 : Gift. Languages : English ( eng) | Descriptors: | [LCSH]Derivative securities
[LCSH]Futures
[LCSH]Stock options
| | Keywords: | Futures.
Stock options.
Derivative securities. | | Class number: | HG6024.A3 H85 2012 | | Contents note: | Introduction.-- Mechanics of future markets.-- Hedging strtegies using futures.-- Interest rates.-- Determination of forward and futures prices.-- Interest rate futures.-- Swaps.-- Securitization and the credit crisis of 2007.-- Mechanics of option markets.-- Properties of stock options.-- Trading strategies involving options.-- Binomial tress.-- Wiener processes and ito's lemma.-- The black-scholes-merton model.-- Employee stock options.-- Option on stock indices and currencies.-- Future options.-- The 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 reviited.-- Energy and commodity derivatives.-- Real options.-- Derivatives mishaps and what we can learn from them.-- Derivatives markets in developing countries.-- | | Curricular : | BBA/GE/MBA | | Record link: | http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=23896 |
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