000 | 01907cam a2200361 a 4500 | ||
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001 | 14803187 | ||
003 | BD-DhUL | ||
005 | 20161222170637.0 | ||
008 | 070410s2008 njua b 001 0 eng | ||
010 | _a 2007015098 | ||
020 | _a9780132242264 | ||
020 | _a0132242265 | ||
020 | _a9780136012337 | ||
020 | _a0136012337 | ||
035 | _a(OCoLC)ocn123390945 | ||
035 |
_a(OCoLC)123390945 _z(OCoLC)148692001 _z(OCoLC)154701576 |
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040 |
_aDLC _cDLC _dBD-DhUL |
||
050 | 0 | 0 |
_aHG6024.A3 _bH84 2008 |
082 |
_a658.8 _bHUF |
||
100 | 1 |
_aHull, John, _d1946- |
|
245 | 1 | 0 |
_aFundamentals of futures and options markets / _cJohn C. Hull. |
250 | _a6th ed. | ||
260 |
_aUpper Saddle River, N.J. : _bPearson Prentice Hall, _cc2008. |
||
300 |
_axiii, 561 p. : _bill. ; _c26 cm. + _e1 CD-ROM (4 3/4 in.) |
||
504 | _aIncludes bibliographical references and index. | ||
505 | 0 | _aIntroduction -- 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 | _aFutures market. | |
650 | 0 | _aOptions (Finance) | |
650 | 0 |
_aFutures market _vProblems, exercises, etc. |
|
650 | 0 |
_aOptions (Finance) _vProblems, exercises, etc. |
|
856 | 4 | 1 |
_3Table of contents only _uhttp://www.loc.gov/catdir/toc/ecip0716/2007015098.html |
942 |
_2ddc _cBK |
||
999 |
_c141015 _d141015 |