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 |