000 02088cam a2200361 i 4500
001 17533007
003 OSt
005 20210722150231.0
008 121116s2014 maua 001 0 eng
010 _a 2012046440
020 _a9781292041902
040 _aDLC
_beng
_cDLC
_erda
_eDLC
042 _apcc
050 0 0 _aHG6024.A3.H84
082 0 0 _a332.64/52
_223
100 1 _aHull, John,
245 1 0 _aFundamentals of futures and options markets. /
_cJohn C. Hull.
250 _a8th ed.
264 1 _aHarlow, England:
_bPearson Education, Inc.,
_c2014.
300 _a579 p.:
_bill.;
_c27cm
336 _atext
_2rdacontent
337 _aunmediated
_2rdamedia
338 _avolume
_2rdacarrier
500 _aIncludes index.
505 0 _aIntroduction -- 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.
650 0 _aFutures market.
650 0 _aOptions (Finance)
650 0 _aFutures market
_vProblems, exercises, etc.
650 0 _aOptions (Finance)
_vProblems, exercises, etc.
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2lcc
_cBK
999 _c7744
_d15244