000 01478cam a2200253 a 4500
999 _c1493
_d1493
020 _a9780132242264
020 _a0132242265
020 _a9780136012337
020 _a0136012337
050 0 0 _aHG 6024
_bHUL
100 1 _aHull, John.
245 1 0 _aFundamentals of futures and options markets /
250 _a6th ed.
260 _aUpper Saddle River, N.J. :
_bPearson Prentice Hall,
_cc2008.
300 _axiii, 561 pages :
_bIllustrations ;
500 _aIncludes index.
505 0 _aIntroduction -- 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.
650 0 _aFutures market.
650 0 _aOptions (finance)
650 0 _aFutures market - problems, exercises, etc.
650 0 _aOptions (finance) - problems, exercises, etc.
856 4 1 _uhttp://www.loc.gov/catdir/toc/ecip0716/2007015098.html
942 _cBK