000 01815cam a2200313 i 4500
001 17533007
003 BD-DhUL
005 20180904120424.0
008 121116s2014 maua 001 0 eng
010 _a 2012046440
020 _a9780132993340
040 _aDLC
_beng
_cDLC
_erda
_eDLC
_eBD-DhUL
042 _apcc
050 0 0 _aHG6024.A3
_bH84 2014
082 0 0 _a332.644
_223
_bHUF
100 1 _aHull, John,
_d1946-
245 1 0 _aFundamentals of futures and options markets /
_cJohn C. Hull.
250 _a8th ed.
264 1 _aBoston :
_bPearson Education,
_c2014.
300 _axv, 607 p. :
_bill. ;
_c27 cm +
_e1CD-ROM (4 3/4in.)
336 _atext
_2rdacontent
337 _aunmediated
_2rdamedia
338 _avolume
_2rdacarrier
500 _aIncludes index.
505 0 _aIntroduction -- 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.
650 0 _aFutures market.
650 0 _aOptions (Finance)
942 _2ddc
_cBK
999 _c70095
_d70095