000 01907cam a2200361 a 4500
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
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