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

By: Publication details: Boston : Pearson Education, Inc., [2014]Edition: Eighth editionDescription: xv, 607 p. : ill. ; 26 cm + 1 CD-ROM (4 3/4 in.)Content type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9780133382853
  • 0133382850
  • 9780132993340
  • 0132993341
  • 9780133020793 (CD-ROM)
  • 0133020797 (CD-ROM)
Other title:
  • Futures and options markets
  • Title on CD-ROM: DerivaGem
Subject(s): LOC classification:
  • HG 6024.A3  H84 2013
  • HG6024.A3 H84 2014
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 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 -- Index.
Holdings
Item type Current library Home library Shelving location Call number Status Barcode
Books Books American University in Dubai American University in Dubai Main Collection HG 6024.A3 H84 2014 (Browse shelf(Opens below)) Available 5134552

"Version 2.01"--CD-ROM.

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 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 -- Index.

System requirements: For use with Microsoft Windows 2000, Windows NT 4, Windows ME, Windows XP, Vista, or Windows 7.

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