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

By: Material type: TextTextPublication 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:
  • 0135127017
  • 0135127018
Subject(s): DDC classification:
  • 332.64/52 22
LOC classification:
  • HG6024 .A3H84
Online resources: Other related works:
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.
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Item type Current library Call number Status Date due Barcode
General Collection item General Collection item Athi-River Campus Open Shelves HG6024.A3H84 2008 (Browse shelf(Opens below)) Available BK072336
General Collection item General Collection item Athi-River Campus Open Shelves HG6024.A3H84 2008 (Browse shelf(Opens below)) Available BK072092
General Collection item General Collection item Athi-River Campus Open Shelves HG6024.A3H84 2008 (Browse shelf(Opens below)) Available BK098156
General Collection item General Collection item Athi-River Campus Open Shelves HG6024.A3H84 2008 (Browse shelf(Opens below)) Available BK098152
General Collection item General Collection item Nairobi Campus Store HG6024.A3H84 2008 (Browse shelf(Opens below)) Weeded BK077890
General Collection item General Collection item Nairobi Campus Store HG6024.A3H84 2008 (Browse shelf(Opens below)) Weeded BK098154

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.

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