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Book Cover
Book
Author Hull, John, 1946-

Title Fundamentals of futures and options markets / John C. Hull
Edition Fifth edition,International edition
Published Upper Saddle River, N.J. : Prentice Hall ; London : Prentice-Hall International (UK), [2005]
©2005

Copies

Location Call no. Vol. Availability
 WATERFT BUSINESS  332.6452 Hul/Fof 2005  AVAILABLE
 MELB  332.6452 Hul/Fof 2005  UNAVAILABLE C19
 MELB  332.6452 Hul/Fof 2005  UNAVAILABLE C19
 MELB  332.6452 Hul/Fof 2005  UNAVAILABLE C19
Description xxi, 550 pages : illustrations ; 26 cm + 1 computer optical disc (4 3/4 in)
4 3/4 in
Series Prentice Hall finance series
Prentice Hall finance series.
Contents Ch. 1. Introduction -- Ch. 2. Mechanics of futures markets -- Ch. 3. Hedging strategies using futures -- Ch. 4. Interest rates -- Ch. 5. Determination of forward and futures prices -- Ch. 6. Interest rate futures -- Ch. 7. Swaps -- Ch. 8. Mechanics of options markets -- Ch. 9. Properties of stock options -- Ch. 10. Trading strategies involving options -- Ch. 11. Introduction to binomial trees -- Ch. 12. Valuing stock options : the black-scholes model -- Ch. 13. Options on stock indices and currencies -- Ch. 14. Futures options -- Ch. 15. The Greek letters -- Ch. 16. Valuation using binomial trees -- Ch. 17. Volatility smiles -- Ch. 18. Value at risk -- Ch. 19. Interest rate options -- Ch. 20. Exotic options and other nonstandard products -- Ch. 21. Credit derivatives -- Ch. 22. Weather, energy, and insurance derivatives -- Ch. 23. Derivatives mishaps and what we can learn form them
Summary Accompanying CD-ROM contains ... "DerivaGem Version 1.51." -- CD-ROM label
Notes Includes index
Accompanying CD-ROM has title: DerivaGem Version 1.51
Bibliography Includes bibliographical references and index
Notes System requirements for CD-ROM: Windows 98, 2000, NT v4, ME, or XP
Subject Futures market.
Options (Finance)
Futures market -- Problems, exercises, etc.
Options (Finance) -- Problems, exercises, etc.
Genre/Form Problems and exercises.
Problems and exercises.
Author Silverman, Gary.
LC no. 2004044690
ISBN 0131273949
0131445650 alkaline paper
0131479210 alkaline paper
0131495399 CD-ROM
Other Titles Title on disc: DerivaGem Version 1.51
DerivaGem Version 1.51