Fundamentals of Futures and Options Markets John C. Hull.
Material type: TextPublication details: Upper Saddle River Pearson Prentice Hall, 2008Edition: 6th edDescription: xiii, 561 p ill. ; 26 cm 1 CD-ROM (4 3/4 in.)ISBN: 9780132242264LOC classification: HG6024.A3 | H84 2008Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
General book | Karen | HG6024.A3 H84 2008 (Browse shelf(Opens below)) | 1 | Available | 012690 | |
Reference | Nairobi | HG6024.A3 H84 2008 (Browse shelf(Opens below)) | 1 | Available | 015373 |
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 -- 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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