| 000 -LEADER |
|---|
| fixed length control field |
01394cam a2200241 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| ISBN |
9780132242264 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| ISBN |
0132242265 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| ISBN |
9780136012337 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| ISBN |
0136012337 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.64 |
| 100 1# - MAIN ENTRY--AUTHOR NAME |
|---|
| Personal name |
Hull John C. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Fundamentals of futures and options markets |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
6th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
Upper Saddle River, N.J. : |
| Name of publisher |
Pearson Prentice Hall, |
| Year of publication |
c2008. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Number of Pages |
xiii, 561 p. : |
| Other physical details |
ill. ; |
| Accompanying material |
1 CD-ROM (4 3/4 in.) |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Futures market. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Options (Finance) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Futures market |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Options (Finance) |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://www.loc.gov/catdir/toc/ecip0716/2007015098.html |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
