Hull, John, 1946-
Fundamentals of futures and options markets / John C. Hull. - 8th ed. - xv, 607 p. : ill. ; 27 cm + 1CD-ROM (4 3/4in.)
Includes index.
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credo crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the black-scholes-merton model -- Employee stock options -- 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 -- Answers to quiz questions -- Glossary of terms -- Derivagem software -- Major exchanges trading futures and options -- Tables for N -- Index.
9780132993340
2012046440
Futures market.
Options (Finance)
HG6024.A3 / H84 2014
332.644 / HUF
Fundamentals of futures and options markets / John C. Hull. - 8th ed. - xv, 607 p. : ill. ; 27 cm + 1CD-ROM (4 3/4in.)
Includes index.
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credo crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the black-scholes-merton model -- Employee stock options -- 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 -- Answers to quiz questions -- Glossary of terms -- Derivagem software -- Major exchanges trading futures and options -- Tables for N -- Index.
9780132993340
2012046440
Futures market.
Options (Finance)
HG6024.A3 / H84 2014
332.644 / HUF