Fundamentals of futures and options markets /

में बचाया:
ग्रंथसूची विवरण
मुख्य लेखक: Hull, John, 1946-
स्वरूप: पुस्तक
भाषा:अंग्रेज़ी
प्रकाशित: Upper Saddle River, N.J : Pearson Prentice Hall, c2008.
संस्करण:6th ed.
विषय:
ऑनलाइन पहुंच:Table of contents only
टैग: टैग जोड़ें
कोई टैग नहीं, इस रिकॉर्ड को टैग करने वाले पहले व्यक्ति बनें!
विषय - सूची:
  • 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.