Fundamentals of futures and options markets /

Main Author: Hull, John, 1946-
Format: Book
Language:English
Published: Upper Saddle River, N.J. : Pearson/Prentice Hall, c2008.
Edition:6th ed.
Subjects:
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020 |a 9780132242264 
020 |a 0136012337 
020 |a 9780136012337 
020 |a 0135127017 (International ed.) 
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100 1 |a Hull, John,  |d 1946- 
245 1 |a Fundamentals of futures and options markets /  |c John C. Hull. 
250 1 |a 6th ed. 
260 1 |a Upper Saddle River, N.J. :  |b Pearson/Prentice Hall,  |c c2008. 
300 1 |a xiii, 561 p. :  |b ill. ;  |c 26 cm. +  |e 1 CD-ROM (4 3/4 in.) 
504 1 |a Includes bibliographical references and index. 
505 1 |a 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. 
650 1 |a Futures market 
650 1 |a Options (Finance) 
650 1 |a Futures market 
650 1 |a Options (Finance) 
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