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  <titleInfo>
    <title>Fundamentals of futures and options markets</title>
  </titleInfo>
  <name type="personal">
    <namePart>Hull, John</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
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  <originInfo>
    <place>
      <placeTerm type="code" authority="marccountry">mau</placeTerm>
    </place>
    <dateIssued encoding="marc">2014</dateIssued>
    <edition>8th ed.</edition>
    <issuance>monographic</issuance>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
  </language>
  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>579 p.: ill.; 27cm</extent>
  </physicalDescription>
  <tableOfContents>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(x) -- Index.</tableOfContents>
  <note type="statement of responsibility">John C. Hull.</note>
  <note>Includes index.</note>
  <subject authority="lcsh">
    <topic>Futures market</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Options (Finance)</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Futures market</topic>
    <topic>Problems, exercises, etc</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Options (Finance)</topic>
    <topic>Problems, exercises, etc</topic>
  </subject>
  <classification authority="lcc">HG6024.A3.H84 </classification>
  <classification authority="ddc" edition="23">332.64/52</classification>
  <identifier type="isbn">9781292041902</identifier>
  <identifier type="lccn">2012046440</identifier>
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    <recordCreationDate encoding="marc">121116</recordCreationDate>
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    <recordIdentifier source="OSt">17533007</recordIdentifier>
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