Fundamentals of futures and options markets

Bibliographic Details
Main Author: Hull, John , 1946- (Author)
Format: Book
Language:English
Published: Upper Saddle River, NJ : Pearson Prentice Hall , c2008
Edition:6th ed
Subjects:
Online Access:Table of contents only

MARC

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090 0 0 |a HG6024.A3   |b H84 2008 
100 1 |a Hull, John ,   |d 1946- ,   |e author 
245 1 0 |a Fundamentals of futures and options markets   |c John C. Hull 
250 |a 6th ed 
260 |a Upper Saddle River, NJ :   |b Pearson Prentice Hall ,   |c c2008 
300 |a xiii, 561 p. :   |b ill. ;   |c 26 cm.   |e 1 CD-ROM (4 3/4 in.) 
504 |a Includes bibliographical references and index 
505 0 |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 0 |a Futures market 
650 0 |a Futures market   |v Problems, exercises, etc. 
650 0 |a Options (Finance) 
650 0 |a Options (Finance   |x Problems, exercises, etc 
856 4 1 |3 Table of contents only   |u http://www.loc.gov/catdir/toc/ecip0716/2007015098.html 
999 |a 1000120033   |b Book   |c OPEN SHELF (30 DAYS)   |e Gong Badak Campus 
999 |a 1000120034   |b CD-ROM   |c Close Access   |e Gong Badak Campus