Fundamentals of futures and options markets
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| Main Author: | |
|---|---|
| Format: | Unknown |
| Published: |
Upper Saddle River, NJ
Pearson Prentice Hall
2008
|
| Edition: | 6th ed |
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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| LEADER | 00000n a2200000 a 4501 | ||
|---|---|---|---|
| 001 | wils-386872 | ||
| 020 | # | # | |a 9780132242264 |
| 020 | # | # | |a 0132242265 |
| 020 | # | # | |a 9780136012337 |
| 020 | # | # | |a 0136012337 |
| 040 | # | # | |a DLC |d ITMB |
| 090 | 0 | 0 | |a HG6024.A3 |b H84 2008 |
| 100 | 1 | # | |a Hull, John C. |d 1946- |
| 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 2008 |
| 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 | 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 | # | 0 | |a Options (Finance) |v Problems, exercises, etc. |
| 650 | # | 0 | |a Futures market |
| 650 | # | 0 | |a Futures market |x Problems, exercises, etc |
| 650 | # | 0 | |a Options (Finance) |x Problems, exercises, etc |
| 856 | 4 | 0 | |z Click Here to View Status and Holdings. |u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=386872 |
| 964 | # | # | |c BOK |d 01 |
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Fundamentals of futures and options markets