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

By: Material type: TextTextSeries: Prentice Hall finance seriesPublication details: Upper Saddle River, N.J. : Pearson Prentice Hall, c2008.Edition: 6th edDescription: xiii, 561 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)ISBN:
  • 9780132242264
  • 0132242265
  • 9780136012337
  • 0136012337
Subject(s): LOC classification:
  • HG6024.A3 H84 2008
Online resources:
Contents:
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.
Item type: Book
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Holdings
Current library Collection Call number Copy number Status Date due Barcode
Bishop Okullu Memorial Library (Limuru Campus) General Circulation Non-fiction HG6024.A3 H84 2008 (Browse shelf(Opens below)) 1 Available 006731
Nairobi Campus General Circulation Non-fiction HG6024.A3 H84 2008 (Browse shelf(Opens below)) 2 Checked out 01/08/2016 006732
Nairobi Campus General Circulation Non-fiction HG6024.A3 H84 2008 (Browse shelf(Opens below)) 3 Available 006733
Total holds: 0

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.

System requirements for accompanying disc: 133 MHz Pentium Processor; 64 MB RAM; Windows 2000 or later; Microsoft Excel 2000 or later; 800x600 display; 2x CD-ROM drive.

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