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AuthorHull, John C
TitleFundamentals of futures and options markets / John C. Hull
Imprint Upper Saddle River, N.J. : Prentice Hall, c2002
Edition 4th ed
Descript xix, 490 p. + 1 computer diskette (3 1/2 in.)

CONTENT

Mechanics of futures and forward markets -- determination of forward and futures prices -- Hedging strategies using futures -- Interest rate markets -- 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 -- Volatility smiles -- The Greek letters -- Value at risk -- Valuation using binomial trees -- Interest rate options -- Exotic options and other nonstandard products -- Credit, weather, energy, and insurance derivatives -- Derivatives mishaps and what we can learn from them


Futures market Options (Finance) Futures market -- Problems exercises etc Options (Finance) -- Problems exercises etc

LOCATIONCALL#STATUS
Sasin Library332.645 H913F 2002CHECK SHELVES
Chula Business School Library332.645 H913F 2002CHECK SHELVES
Sasin Library332.645 H913F 2002CHECK SHELVES
Economics LibraryHG6024 A3H84CHECK SHELVES

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