Hull, John,
Fundamentals of futures and options markets [[Book] /] John C. Hull. - 6th ed. - Upper Saddle River, N.J. : Pearson Prentice Hall, c2008. - xiii153 p. : ill. ; 26 cm+ 1 CD-ROM (4 3/4 in.).
Includes bibliographical references and index.
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.
9780132242264 0132242265 9780136012337 0136012337
2007015098
Futures market.
Options (Finance).
Futures market--Problems, exercises, etc.
Options (Finance)--Problems, exercises, etc.
332.6452
/ H F
Fundamentals of futures and options markets [[Book] /] John C. Hull. - 6th ed. - Upper Saddle River, N.J. : Pearson Prentice Hall, c2008. - xiii153 p. : ill. ; 26 cm+ 1 CD-ROM (4 3/4 in.).
Includes bibliographical references and index.
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.
9780132242264 0132242265 9780136012337 0136012337
2007015098
Futures market.
Options (Finance).
Futures market--Problems, exercises, etc.
Options (Finance)--Problems, exercises, etc.
332.6452
/ H F