Fundamentals of futures and options markets /
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Main Author: | |
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Format: | Book |
Language: | English |
Published: |
Upper Saddle River, N.J :
Pearson Prentice Hall,
c2008.
|
Edition: | 6th ed. |
Subjects: | |
Online Access: | Table of contents only |
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MARC
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050 | 1 | |a HG6024 |b .A3H84 | |
082 | 0 | 0 | |a 332.64/52 |2 22 |
100 | 1 | |a Hull, John, |d 1946-. | |
245 | 1 | 0 | |a Fundamentals of futures and options markets / |c John C. Hull. |
250 | |a 6th ed. | ||
260 | |a Upper Saddle River, N.J : |b Pearson Prentice Hall, |c c2008. | ||
300 | |a xiii, 561 p : |b ill ; |c 26 cm + |e 1 CD-ROM (4 3/4 in.). | ||
504 | |a Includes bibliographical references and index. | ||
505 | 0 | |a Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the Black-Scholes model -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Binomial trees in practice -- Volatility smiles -- Value at risk -- Interest rate options -- Exotic options and other nonstandard products -- Credit derivatives -- Weather, energy, and insurance derivatives -- Derivatives mishaps and what we can learn from them. | |
541 | |a Longman |c Purchase |d Jan. 2009 | ||
650 | 0 | |a Futures market |v Problems, exercises, etc. | |
650 | 0 | |a Futures market. | |
650 | 0 | |a Options (Finance) |v Problems, exercises, etc. | |
650 | 0 | |a Options (Finance). | |
787 | 1 | 8 | |m GC. |
856 | 4 | 1 | |3 Table of contents only |u http://www.loc.gov/catdir/toc/ecip0716/2007015098.html |
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