TY  - BOOK
AU  - Hull,John
TI  - Fundamentals of futures and options markets.
SN  - 9781292041902
AV  - HG6024.A3.H84  
U1  - 332.64/52 23
PY  - 2014///
CY  - Harlow, England
PB  - Pearson Education, Inc.
KW  - Futures market
KW  - Options (Finance)
KW  - Problems, exercises, etc
N1  - Includes 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(x) -- Index
ER  -