000 02285cam a2200409 a 4500
005 20150623165345.0
008 070410s2008 njua b 001 0 eng
010 _a 2007015098
020 _a9780132242264
020 _a0132242265
020 _a9780136012337
020 _a0136012337
035 _a(OCoLC)ocn123390945
035 _a(OCoLC)123390945
_z(OCoLC)148692001
_z(OCoLC)154701576
040 _aDLC
_cDLC
_dYDX
_dBAKER
_dBTCTA
_dYDXCP
_dDLC
060 _bH F
082 0 0 _a332.6452
_222
084 _a332.6452
_bH F
100 1 _aHull, John,
245 1 0 _aFundamentals of futures and options markets
_h[[Book] /]
_cJohn C. Hull.
250 _a6th ed.
260 _aUpper Saddle River, N.J. :
_bPearson Prentice Hall,
_cc2008.
300 _axiii153 p. :
_bill. ;
_c26 cm+
_e1 CD-ROM (4 3/4 in.).
504 _aIncludes bibliographical references and 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
_vProblems, exercises, etc.
650 0 _aOptions (Finance)
_vProblems, exercises, etc.
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/toc/ecip0716/2007015098.html
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
925 0 _aacquire
_b2 shelf copies
_xpolicy default
955 _asc05 2007-04-10
_isc05 2007-04-10
_esc05 2007-04-20 to Dewey
_aaa19 2007-04-20
_aps15 2008-03-18 1 copy rec'd., to CIP ver.
_asb00 2008-03-24
_fsb09 2008-03-25 Z-CipVer
_gsb09 2008-03-25 to BCCD
_ald08 2008-04-14 copy 2 added
001 0000076936
003 0000
942 _cBK
999 _c20971
_d20971