| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780133382853 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Call number |
332.6452 HU FU |
| MAIN ENTRY--PERSONAL NAME |
|---|
| Authors |
Hull, John C. |
| TITLE STATEMENT |
|---|
| Title |
Fundamentals of futures and options markets |
| Statement of responsibility, etc |
John C. Hull |
| EDITION STATEMENT |
|---|
| Edition |
8th ed. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
Boston, Mass : |
| Publisher |
Pearson, |
| Date |
2014. |
| PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 607 p. : |
| Other Details |
ill. ; |
| Size |
26 cm. |
| Accompanying material |
1 CD-ROM. |
| GENERAL NOTE |
|---|
| General note |
Accompanied by CD-ROM. |
| GENERAL NOTE |
|---|
| General note |
Includes index. |
| GENERAL NOTE |
|---|
| General note |
Note: International edition. |
| CONTENTS |
|---|
| 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. |
| SUMMARY |
|---|
| Summary |
Directed primarily toward undergraduate finance students, this text also provides practical content to current and aspiring industry professionals. Based on Hull's Options, Futures and Other Derivatives, Fundamentals of Futures and Options Markets presents an accessible overview of the topic without the use of calculus. Packed with numerical examples and accounts of real-life situations, this text effectively guides readers through the material while helping them prepare for the working world. |
| STUDY PROGRAM |
|---|
| Program name |
FIN922, FIN923 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Futures market |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Options (Finance) |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Futures market |
| Geographic |
Problems, exercises, etc. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Options (Finance) |
| Geographic |
Problems, exercises, etc. |
| ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://uow.primo.exlibrisgroup.com/permalink/61UOW_INST/otb3u8/cdi_proquest_ebookcentral_EBC6399017 |
| Public note |
eBook |
| ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://uowd.box.com/s/erf8ef475rmvuebm5wn6m7gtbp6wws1g |
| Public note |
Location Map |
| MAIN ENTRY--PERSONAL NAME |
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| -- |
34459 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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288 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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289 |
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290 |
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291 |