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SET Collection. Options, futures, / Hull, John, 1946- / c2012

Public ISBD No review available on this record. 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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Barcode	Call number	Media type	Location	Section	Status
32002000397826	HG6024.A3 H85 2012	Book	Main Library	SET Corner	Available