Options, futures and other derivatives

By: Hull, John C
Material type: TextTextPublisher: New Delhi Pearson Education 2009Edition: 7thDescription: xxii, 822 p. Includes references and index 1 CD (Acc. No. CD1355)ISBN: 9788131722992Subject(s): Derivative securities | Securities | Futures | Stock optionsDDC classification: 332.64 Summary: 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
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Slot 708 (0 Floor, West Wing) Non-fiction 332.64 H8O7/2009 (Browse shelf) Checked out FM (8/6/2016) 22/06/2021 166105

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

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