Fundamentals of futures and options markets
By: Hull John C.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
Item type | Current location | Collection | Call number | Status | Date due | Barcode |
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SCHOOL OF BUSINESS LIBRARY CHWAKA
Welcome to School of Business Library Chwaka |
non fiction | 332.64 (Browse shelf) | Available | *B201001735* |
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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