AuthorHull, John, 1946-
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


SUBJECT

  1. Futures market
  2. Options (Finance)
  3. Futures market -- Problems
  4. exercises
  5. etc
  6. Options (Finance) -- Problems
  7. exercises
  8. etc

LOCATIONCALL#STATUS
Sasin Library332.645 H913F 2002 CHECK SHELVES
Chula Business School Library332.645 H913F 2002 CHECK SHELVES
Sasin Library332.645 H913F 2002 CHECK SHELVES
Economics LibraryHG6024 A3H84 CHECK SHELVES