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  <titleInfo>
    <title>Fundamentals of futures and options markets</title>
  </titleInfo>
  <name type="personal">
    <namePart>Hull, John.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
  <typeOfResource>text</typeOfResource>
  <originInfo>
    <place>
      <placeTerm type="text">Upper Saddle River, N.J</placeTerm>
    </place>
    <publisher>Pearson Prentice Hall</publisher>
    <dateIssued>c2008</dateIssued>
    <edition>6th ed.</edition>
    <issuance>monographic</issuance>
  </originInfo>
  <physicalDescription>
    <extent>xiii, 561 pages : Illustrations ;</extent>
  </physicalDescription>
  <tableOfContents>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.</tableOfContents>
  <note>Includes index.</note>
  <subject authority="lcsh">
    <topic>Futures market</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Options (finance)</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Futures market - problems, exercises, etc</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Options (finance) - problems, exercises, etc</topic>
  </subject>
  <classification authority="lcc">HG 6024 HUL</classification>
  <identifier type="isbn">9780132242264</identifier>
  <identifier type="isbn">0132242265</identifier>
  <identifier type="isbn">9780136012337</identifier>
  <identifier type="isbn">0136012337</identifier>
  <identifier type="uri">http://www.loc.gov/catdir/toc/ecip0716/2007015098.html</identifier>
  <location>
    <url>http://www.loc.gov/catdir/toc/ecip0716/2007015098.html</url>
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