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" Fundamentals of futures and options markets / "
John C. Hull
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BL
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| Record Number
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712781
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| Doc. No
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b534970
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| Main Entry
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Hull, John,1946-
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| Title & Author
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Fundamentals of futures and options markets /\ John C. Hull
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| Edition Statement
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6th ed
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| Publication Statement
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Upper Saddle River, N.J. :: Pearson Prentice Hall,, c2008
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| Series Statement
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Prentice Hall finance series
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| Page. NO
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xiii, 561 p. :: ill. ;; 26 cm ++ 1 CD-ROM (4 3/4 in.)
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| ISBN
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0132242265
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: 0132448424 (CD-ROM)
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: 0135127017 (pbk.)
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: 0136012337
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: 9780132242264
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: 9780132448420 (CD-ROM)
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: 9780135127018 (pbk.)
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: 9780136012337
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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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
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| Abstract
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This new edition presents a reader-friendly textbook with lots of numerical examples and accounts of real-life situations
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| Subject
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Futures market
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Futures market, Problems, exercises, etc
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Options (Finance)
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Options (Finance), Problems, exercises, etc
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