| 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 | ||