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Fundamentals of futures and options markets / John C. Hull.

By: Material type: TextTextPublisher: Boston : Pearson Education, Inc., [2014]Edition: Eighth editionDescription: xv, 607 pages : illustrations ; 27 cm + 1 computer disc (12 cm)Content type:
  • computer dataset
  • text
Media type:
  • computer
  • unmediated
Carrier type:
  • computer disc
  • volume
ISBN:
  • 0132993341
  • 9780132993340
  • 0133020797
  • 9780133020793
  • 0133382850
  • 9780133382853
Subject(s): DDC classification:
  • 332.6452 23
LOC classification:
  • HG6024.A3 H84 2014
Contents:
Introduction -- 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.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 332.6452 HUL (Browse shelf(Opens below)) 1 Available A499818B
Book City Campus City Campus Main Collection 332.6452 HUL (Browse shelf(Opens below)) 1 Available A499794B
Book South Campus South Campus Main Collection 332.6452 HUL (Browse shelf(Opens below)) 1 Available A527233B

Includes bibliographical references and index.

Introduction -- 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.

System requirements for accompanying disc: For use with Microsoft Windows 2000, Windows NT 4, Windows ME, Windows XP, Vista, or Windows 7.

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