Options, Futures, and Other Derivatives

Synopsis

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. John C. Hull, Maple Financial Group Professor Of Derivatives And Risk Management Joseph L. Rotman School Of Management, University Of Toronto. Revised Edition Of The Author's Options, Futures, And Other Derivatives, [2015]. Includes Bibliographical References And Indexes. 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 Ito�o '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.