TY - BOOK AU - Hull,John TI - Fundamentals of futures and options markets SN - 9780132242264 AV - HG6024.A3 H84 2008 PY - 2008/// CY - Upper Saddle River, N.J. PB - Pearson Prentice Hall KW - Futures market KW - Options (Finance) KW - Problems, exercises, etc N1 - 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 UR - http://www.loc.gov/catdir/toc/ecip0716/2007015098.html ER -