USJ Logo
Normal view MARC view ISBD view

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

By: Hull, John, 1946-.
Publisher: Upper Saddle River, N.J. : Pearson Prentice Hall, 2011Edition: 7th ed. Global ed.Description: xix, 602 p. : ill. ; 26 cm +.ISBN: 9780135095171; 0135095174.Subject(s): Futures market | Futures market -- Problems, exercises, etc | Options (Finance) | Options (Finance) -- Problems, exercises, etcDDC classification: 332.644
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 credit 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 -- Derivatives markets in developing countries -- 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 -- DeriaGem software -- Major exchanges trading futures and options.
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Collection Call number Status Date due Barcode
Accompany Materials Accompany Materials USJ Library - Ilha Verde Campus
General Collection
General Circulation 332.644 HUL 2011 (Browse shelf) Available 24677
Book Book USJ Library - Ilha Verde Campus
General Circulation 332.644 HUL 2011 (Browse shelf) Available 06664

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 credit 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 -- Derivatives markets in developing countries -- 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 -- DeriaGem software -- Major exchanges trading futures and options.

There are no comments for this item.

Log in to your account to post a comment.
© 2019 University of Saint Joseph's Library Portal

Powered by Koha

//