Introduction to futures and options markets / John C. Hull.

By: Hull, John CCall number: 332.645 H913I 1998 Material type: BookBookPublisher: Upper Saddle River, N.J. : Prentice Hall, c1998Edition: 3rd edDescription: xxv, 471 p. + 1 computer disk (3 1/2 in.)ISBN: 0138891486Subject(s): Futures market | Options (Finance) | Futures market -- Problems, exercises, etc | Options (Finance) -- Problems, exercises, etcDDC classification: 332.645 H913I 1998
Partial contents:
Mechanics of futures and forward markets -- The determination of forward and futures prices -- Hedging strategies using futures -- Interest-rate futures -- Swaps-- Mechanics of options markets -- Basic properties of stock options -- Trading strategies involving options -- An introduction to binomial trees -- The pricing of stock options using black-scholes -- Options on stock indices and currencies -- Options on futures -- Hedging positions in options and the creation of options synthetically -- Value at risk -- Valuing options numerically using binomial trees -- Biases in the black-scholes model -- Interest-rate options.
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ชั้น 7 หนังสือทั่วไปภาษาอังกฤษ 000-900 		332.645 H913I 1998 (Browse shelf(Opens below)) 1 Available 2000054278

Mechanics of futures and forward markets -- The determination of forward and futures prices -- Hedging strategies using futures -- Interest-rate futures -- Swaps-- Mechanics of options markets -- Basic properties of stock options -- Trading strategies involving options -- An introduction to binomial trees -- The pricing of stock options using black-scholes -- Options on stock indices and currencies -- Options on futures -- Hedging positions in options and the creation of options synthetically -- Value at risk -- Valuing options numerically using binomial trees -- Biases in the black-scholes model -- Interest-rate options.

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