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Book Cover
Book
Author Hull, John, 1946-

Title Introduction to futures and options markets / John C. Hull
Edition Third edition
Published Upper Saddle River, N.J. : Prentice Hall, [1998]
©1998

Copies

Location Call no. Vol. Availability
 MELB  332.6415 Hul/Itf 1998  UNAVAILABLE C19
Description xxv, 471 pages : illustrations ; 24 cm + 1 computer disk (3 1/2 in.)
Contents Ch. 1. Introduction -- Ch. 2. Mechanics of Futures and Forward Markets -- Ch. 3. The Determination of Forward and Futures Prices -- Ch. 4. Hedging Strategies Using Futures -- Ch. 5. Interest-Rate Futures -- Ch. 6. Swaps -- Ch. 7. Mechanics of Options Markets -- Ch. 8. Basic Properties of Stock Options --Ch. 9. Trading Strategies Involving Options -- Ch. 10. An Introduction to Binomial Trees -- Ch. 11. The Pricing of Stock Options Using Black-Scholes -- Ch. 12. Options on Stock Indices and Currencies -- Ch. 13. Options on Futures -- Ch. 14. Hedging Positions in Options and the Creation of Options Synthetically --Ch. 15. Value at Risk -- Ch. 16. Valuing Options Numerically Using Binomial Trees -- Ch. 17. Biases in the Black-Scholes Model -- Ch. 18. Interest-rate Options
Notes On cover: International edition
Bibliography Includes bibliographical references and index
Notes System requirements to computer disk: IBM PC or compatible; Windows 3.1 or Windows 95
Subject Futures market -- Problems, exercises, etc.
Futures market.
Options (Finance)
Options (Finance) -- Problems, exercises, etc.
LC no. 97026191
ISBN 0137833172 (paperback)
0138891486