| Record Type: |
Language materials, printed
: Monograph/item
|
| Title/Author: |
Fundamentals of futures and options markets // John C. Hull. |
| Author: |
Hull, John, |
| Published: |
Upper Saddle River, N.J. :Pearson Prentice Hall, : c2008., |
| Description: |
xiii, 561 p. :ill. ;26 cm. +1 CD-ROM (4 3/4 in.) |
| [NT 15003449]: |
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. |
| Subject: |
Futures market. - |
| Online resource: |
http://www.loc.gov/catdir/toc/ecip0716/2007015098.htmlTable of contents only |
| ISBN: |
9780131354180 (pbk. : Int'l ed.) : |