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Options, Futures and Other Derivatives: Middle East, Asia, Africa, Eastern Europe Edition

Options, Futures and Other Derivatives: Middle East, Asia, Africa, Eastern Europe Edition


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About the Book

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is regarded is the standard reference on trading floors and in academic classrooms throughout the world. (This International Markets Edition of Hull is selling into Middle East, Africa, South Africa and Eastern Europe - if you are not in these regions please refer to the following ISBN: 9780136015864) 

Table of Contents:
1.    Introduction 2.    Mechanics of Futures Markets 3.    Hedging Strategies Using Futures 4.    Interest Rates 5.    Determination of Forward and Futures Prices 6.    Interest Rate Futures 7.    Swaps 8.    Mechanics of Options Markets 9.    Properties of Stock Options 10.    Trading Strategies Involving Options 11.    Binomial Trees 12.    Wiener Processes and Ito’s Lemma 13.    The Black-Scholes-Merton Model 14.    Derivatives Markets in Developing Countries 15.    Options on Stock Indices and Currencies 16.    Options on Futures 17.    Greek Letters 18.    Volatility Smiles 19.    Basic Numerical Procedures 20.    Value at Risk 21.    Estimating Volatilities and Correlations for Risk Management 22.    Credit Risk 23.    Credit Derivatives 24.    Exotic Options 25.    Insurance, Weather, and Energy Derivatives 26.    More on Models and Numerical Procedures 27.    Martingales and Measures 28.    Interest Rate Derivatives: The Standard Market Models 29.    Convexity, Timing and Quanto Adjustments 30.    Interest Rate Derivatives: Models of the Short Rate 31.    Interest Rate Derivatives: HJM and LMM 32.    Swaps Revisited 33.    Real Options 34.    Derivatives Mishaps and What We Can Learn from Them Glossary of Terms DerivaGem Software Major Exchanges Trading Futures and Options Table for N(x) when x= 0 Table for N(x) when x=0 Author index Subject index


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Product Details
  • ISBN-13: 9780135009949
  • Publisher: Pearson Education (US)
  • Publisher Imprint: Pearson
  • Height: 204 mm
  • No of Pages: 848
  • Sub Title: Middle East, Asia, Africa, Eastern Europe Edition
  • Width: 251 mm
  • ISBN-10: 0135009944
  • Publisher Date: 12 Jun 2008
  • Binding: SA
  • Language: English
  • Spine Width: 26 mm
  • Weight: 1312 gr


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