01805pamaa2200241 4500 0000049808 20121206090000.0 111118 eng 9780132165112 / 0132165112 (CD-ROM) 332.645 HUL 2012 HG6024.A3 HUL 2012 Hull DerivaGem Version 2.01 [ CD-ROM] John C. Hull. 8th ed. New Jersey: prentice Hall, 2012. 1 CD-ROM; 4.5 inch. To accompany textbook titles "Options, futures, and other derivatives / John C. Hull" AUP 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 -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- 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 revisited -- Real options -- Derivatives mishaps and what we can learn from them Futures Stock options Derivative securities http://www.prenhall.com