000 01394cam a2200241 a 4500
999 _c7375
_d7375
020 _a9780132242264
020 _a0132242265
020 _a9780136012337
020 _a0136012337
082 0 0 _a332.64
100 1 _aHull John C.
245 1 0 _aFundamentals of futures and options markets
250 _a6th ed.
260 _aUpper Saddle River, N.J. :
_bPearson Prentice Hall,
_cc2008.
300 _axiii, 561 p. :
_bill. ;
_e1 CD-ROM (4 3/4 in.)
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
650 0 _aOptions (Finance)
856 4 1 _uhttp://www.loc.gov/catdir/toc/ecip0716/2007015098.html
942 _cBK