Options, futures and other derivatives

Hull, John C.

Options, futures and other derivatives - 7th - New Delhi Pearson Education 2009 - xxii, 822 p. Includes references and index 1 CD (Acc. No. CD1355)

Designed to bridge the gap between theory and practice, this highly successful book is regarded as the bible on trading floors and in academic classrooms throughout the world. This new edition of the book continues the standard of excellence. This book is useful for, undergraduate and post-graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. New material in this edition includes: Employee Stock Options-how they should be valued, whether they align the interests of senior executives with those of shareholders, accounting issues, backdating scandals, etc. Credit Derivatives-asset-backed securities, how transactions involving credit indices work, the valuation of CDOs, the implementation of Gaussian copula model, alternatives to the Gaussian copula model, etc. Volatility Trading-volatility swaps, variance swaps and VIX index New end-of-chapter problems are added


Derivative securities
Stock options

332.64 / H8O7/2009

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