Fundamentals of futures and options markets /
by Hull, John.
Material type: BookPublisher: Upper Saddle River, N.J. : Pearson Prentice Hall, c2008Edition: 6th ed.Description: xiii, 561 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.).ISBN: 9780132242264; 0132242265; 9780136012337; 0136012337.Subject(s): Futures market | Options (Finance) | Futures market -- Problems, exercises, etc | Options (Finance) -- Problems, exercises, etcOnline resources: Table of contents onlyItem type | Current location | Collection | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
Books | Dhaka University Library General Stacks | Non Fiction | 658.8 HUF (Browse shelf) | Available | 441497 |
Browsing Dhaka University Library Shelves , Shelving location: General Stacks , Collection code: Non Fiction Close shelf browser
658.8 HOS Services marketing : | 658.8 HOS Services marketing : | 658.8 HUD Demand analysis for marketing decisions | 658.8 HUF Fundamentals of futures and options markets / | 658.8 HUI Introduction to futures and options markets / | 658.8 HUM Marketing theory : | 658.8 HUM Marketing theory : |
Includes bibliographical references and index.
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.
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