TY - BOOK AU - Hull John C TI - Options, Futures, and Other Derivatives / Fourth Edition SN - 130158224 PY - 2000/// PB - Prentice Hall International N2 - This manual contains worked-out solutions and answers to all end-of-chapter problems in the text. Preface, Introduction, Futures Markets and the Use of Futures for Hedging, Forward and Futures Prices, Interest Rates and Duration, Swaps, Options Markets, Properties of Stock Option Prices, Trading Strategies Involving Options, Introduction to Binomial Trees, Model of the Behavior of Stock Prices, The Black-Scholes Model, Options on Stock Indices and Currencies and Futures, The Greek Letters, Value at Risk, Estimating Volatilities and Correlations, Numerical Procedures, Volatility Smiles and Alternatives to Black - Scholes, Exotic Options, Extensions of the Theoretical Framework for Pricing Derivatives: Martingales and Measures, Interest Rate Derivatives: The Standard Market Models, Interest Rate Derivatives: Models of the Short Rate, Interest Rate Derivatives: More Advanced Models, Credit Risk, Author and Subject Index ER -