2003, English, Book, Illustrated edition: Options, futures & other derivatives / John C. Hull. Hull, John, 1946-

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Options, futures and other derivatives / John C. Hull
 
Bookmark: https://trove.nla.gov.au/version/45004988
Edition
  • 5th ed.
Physical Description
  • xxi, 744 p. : ill. ; 24 cm. + 1 computer optical disc (4 3/​4 in.)
Published
  • Upper Saddle River, N.J. ; [London] : Prentice Hall International, c2003.
Language
  • English

Edition details

Title
  • Options, futures &​ other derivatives /​ John C. Hull.
Also Titled
  • Options, futures and other derivatives
  • DerivaGem Software.
Author
  • Hull, John, 1946-
Edition
  • 5th ed.
Published
  • Upper Saddle River, N.J. ; [London] : Prentice Hall International, c2003.
Content Types
  • text
Carrier Types
  • volume
Physical Description
  • xxi, 744 p. : ill. ; 24 cm. + 1 computer optical disc (4 3/​4 in.)
Series
Subjects
Summary
  • "[This book] is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills ... The book covers both derivatives markets and risk management. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed"--P. xix.
Contents
  • 1. Introduction
  • 2. Mechanics of futures markets
  • 3. Determination of forward and futures prices
  • 4. Hedging strategies using futures
  • 5. Interest rate markets
  • 6. Swaps
  • 7. Mechanics of options markets
  • 8. Properties of stock options
  • 9. Trading strategies involving options
  • 10. Introduction to binomial trees
  • 11. A model of the behavior of stock prices
  • 12. The Black-Scholes model
  • 13. Options on stock indices, currencies, and futures
  • 14. The Greek letters
  • 15. Volatility smiles
  • 16. Value at risk
  • 17. Estimating volatilities and correlations
  • 18. Numerical procedures
  • 19. Exotic options
  • 20. More on models and numerical procedures
  • 21. Martingales and measures
  • 22. Interest rate derivatives: the standard market models
  • 23. Interest rate derivatives: models of the short rate
  • 24. Interest rate derivatives: more advanced models
  • 25. Swaps revisited
  • 26. Credit risk
  • 27. Credit derivatives
  • 28. Real options.
  • 29. Insurance, weather, and energy derivatives
  • 30. Derivatives mishaps and what we can learn from them
  • DerivaGem software
  • Table for N(x) when x [actual symbol not reproducible] 0
  • Table for N(x) when x [actual symbol not reproducible] 0.
Notes
  • Previous ed.: c2000.
  • Includes bibliographical references and index.
Technical Details
  • System requirements for accompanying CD-ROM: Windows 95/​98/​2000/​NT/​ME/​XP.
Language
  • English
ISBN
  • 0130090565
  • 0130465925 (International ed.)
  • 0130091421 (computer disc)
Dewey Number
  • 332.63/​2
Libraries Australia ID
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These 20 locations in All:

Library Access Call number(s) Formats held Language
Australian National University. Australian National University Library. Open to the public .b2188402x; HELD Book; Illustrated English
Deakin University. Deakin University Library. Open to the public 23457906lw; Held Book; Illustrated English
Defence Science and Technology Group. DST Group Research Information Services - Melbourne. Not open to the public 332.632 HUL <008649503> Book; Illustrated English
Edith Cowan University. Edith Cowan University Library. Open to the public Book; Illustrated English
James Cook University. Eddie Koiki Mabo Library. Open to the public 576522; Held Book; Illustrated English
Macquarie University. Macquarie University Library. Open to the public 9958036010802171; HG6024.A3 .H85 2003 Book; Illustrated English
Monash University. Monash University Library. Open to the public 99169509801751; 332.632 H913.0 2003; CA; GEN Book; Illustrated English
Murdoch University. Murdoch University Library. Open to the public Book; Illustrated English
Southern Cross University. Coffs Harbour Education Campus Library. Open to the public 990013990330402368; 332.632 HULL Book; Illustrated English
The University of Melbourne. The University of Melbourne Library. Open to the public Book; Illustrated English
University of Adelaide. Barr Smith Library. Open to the public 99112916501811; JJJ070994 Book; Illustrated English
University of Newcastle Library. Open to the public Book; Illustrated English
University of Technology Sydney. University Library. Open to the public .b16246329; held Book; Illustrated English
University of Western Australia. University of Western Australia Library. Open to the public 9994342002101; HELD Book; Illustrated English
Unknown library code: NSEC. Book; Illustrated English
UNSW Sydney. UNSW Library. Open to the public 9935148460001731; HELD Book; Illustrated English
Victoria University. Victoria University Library. Open to the public Book; Illustrated English
Western Sydney University. Campbelltown Campus Library. Open to the public 9922488280001571; HELD Book; Illustrated English
Western Sydney University. Hawkesbury Campus Library. Open to the public 9922488280001571; HELD Book; Illustrated English
Western Sydney University. Parramatta South Campus Library. Open to the public 9922488280001571; HELD Book; Illustrated English
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This single location in Australian Capital Territory:

Library Access Call number(s) Formats held Language
Australian National University. Australian National University Library. Open to the public .b2188402x; HELD Book; Illustrated English
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These 9 locations in New South Wales:

Library Access Call number(s) Formats held Language
Macquarie University. Macquarie University Library. Open to the public 9958036010802171; HG6024.A3 .H85 2003 Book; Illustrated English
Southern Cross University. Coffs Harbour Education Campus Library. Open to the public 990013990330402368; 332.632 HULL Book; Illustrated English
University of Newcastle Library. Open to the public Book; Illustrated English
University of Technology Sydney. University Library. Open to the public .b16246329; held Book; Illustrated English
Unknown library code: NSEC. Book; Illustrated English
UNSW Sydney. UNSW Library. Open to the public 9935148460001731; HELD Book; Illustrated English
Western Sydney University. Campbelltown Campus Library. Open to the public 9922488280001571; HELD Book; Illustrated English
Western Sydney University. Hawkesbury Campus Library. Open to the public 9922488280001571; HELD Book; Illustrated English
Western Sydney University. Parramatta South Campus Library. Open to the public 9922488280001571; HELD Book; Illustrated English
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This single location in Queensland:

Library Access Call number(s) Formats held Language
James Cook University. Eddie Koiki Mabo Library. Open to the public 576522; Held Book; Illustrated English
Show 0 more libraries...

This single location in South Australia:

Library Access Call number(s) Formats held Language
University of Adelaide. Barr Smith Library. Open to the public 99112916501811; JJJ070994 Book; Illustrated English
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These 5 locations in Victoria:

Library Access Call number(s) Formats held Language
Deakin University. Deakin University Library. Open to the public 23457906lw; Held Book; Illustrated English
Defence Science and Technology Group. DST Group Research Information Services - Melbourne. Not open to the public 332.632 HUL <008649503> Book; Illustrated English
Monash University. Monash University Library. Open to the public 99169509801751; 332.632 H913.0 2003; CA; GEN Book; Illustrated English
The University of Melbourne. The University of Melbourne Library. Open to the public Book; Illustrated English
Victoria University. Victoria University Library. Open to the public Book; Illustrated English
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