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Fundamentals of futures and options ...

Hull, John, (1946-)

Fundamentals of futures and options markets /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Fundamentals of futures and options markets // John C. Hull.
作者:	Hull, John,
出版者:	Boston :Pearson, : c2017.,
面頁冊數:	xvii, 598 p. :ill. ; : 27 cm.;
附註:	Previous edition: 2014.
標題:	Options (Finance) -
ISBN:	9780134083247 (hbk.) :

Fundamentals of futures and options markets /
Hull, John,1946-

Fundamentals of futures and options markets /John C. Hull. - 9th ed. - Boston :Pearson,c2017. - xvii, 598 p. :ill. ;27 cm.

Previous edition: 2014.

Includes bibliographical references and index.

Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credo crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options and Black's model -- The Greek letters -- Binomial trees in practice -- Volatility smiles -- Value at risk and expected shortfall -- 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 -- Answers to quiz questions -- Glossary of terms -- DerivaGem software -- Major exchanges trading futures and options -- Tables for N(x) -- Index.

ISBN: 9780134083247 (hbk.) :NT17321

LCCN: 2015039251Subjects--Topical Terms:

557716
Options (Finance)

LC Class. No.: HG6024.A3 / H84 2017

Dewey Class. No.: 332.64/52

Fundamentals of futures and options markets /
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245 1 0 $a Fundamentals of futures and options markets / $c John C. Hull.
250 $a 9th ed.
260 # $a Boston : $b Pearson, $c c2017.
300 $a xvii, 598 p. : $b ill. ; $c 27 cm.
500 $a Previous edition: 2014.
504 $a Includes bibliographical references and index.
505 0 # $a Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credo crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options and Black's model -- The Greek letters -- Binomial trees in practice -- Volatility smiles -- Value at risk and expected shortfall -- 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 -- Answers to quiz questions -- Glossary of terms -- DerivaGem software -- Major exchanges trading futures and options -- Tables for N(x) -- Index.
650 # 0 $a Options (Finance) $3 557716
650 # 0 $a Futures market. $3 556704