Fundamentals of futures and options markets /
Hull, John,1946-
Upper Saddle River, N.J. : Pearson Prentice Hall,
c2008.
Includes bibliographical references and index.
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- 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 -- 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.
Futures market.
Options (Finance)
Futures market
Options (Finance)
Accompanying disc is available for use on a standalone workstation within the library for single users. Disc will require installation.