Hull John C. Options, Futures and Other Derivatives

Designed to bridge the gap between theory and practice, this successful book is regarded as "the bible" in trading rooms throughout the world. The books covers both derivatives markets and risk management, including credit risk and credit derivatives; forward, futures, and swaps; insurance, weather, and energy derivatives; and more. For options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.Mechanics of Futures Markets.
Hedging Strategies Using Futures.
nterest Rates.
Determination of Forward and Futures Prices.
nterest Rate Futures.
Swaps.
Mechanics of Options Markets.
Properties of Stock Options.
Trading Strategies Involving Options.
Binomial Trees.
Wiener Processes and Itô’s lemma.
The Black-Scholes-Merton Model.
Options on Stock Indices, Currencies, and Futures.
The Greek Letters.
olatility Smiles.
Basic Numerical Procedures.
alue at Risk.
Estimating Volatilities and Correlations.
Credit Risk.
Credit Derivatives.
Exotic Options.
Weather, Energy, and Insurance Derivatives.
More on Models and Numerical Procedures.
Martingales and Measures.
nterest Rate Derivatives: The Standard Market Models.
Convexity, Timing, and Quanto Adjustments.
nterest Tate Derivatives: Models of the Short Rate.
nterest Rate Derivatives: HJM and LMM.
Swaps Revisited.
Real Options.
Derivatives Mishaps and What We Can Learn from Them.