000 01514sam a2200277 4500
001 vtls000037476
003 MTX
005 20190508141622.0
008 041108s1998 nju 000 0 eng
020 _a0138891486
039 9 _a201808211920
_bVLOAD
_c201506161312
_dchumphu
_c201506161312
_dchumphu
_c201506161312
_dchumphu
_y200411081216
_zstaff
082 0 0 _a332.645
_bH913I 1998
100 1 _aHull, John C.
245 1 0 _aIntroduction to futures and options markets /
_cJohn C. Hull.
250 _a3rd ed.
260 _aUpper Saddle River, N.J. :
_bPrentice Hall,
_cc1998
300 _axxv, 471 p. +
_e1 computer disk (3 1/2 in.)
505 2 _aMechanics 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.
650 0 _aFutures market
650 0 _aOptions (Finance)
650 0 _aFutures market
_xProblems, exercises, etc
650 0 _aOptions (Finance)
_xProblems, exercises, etc
040 _aBSRU
940 _a18863
942 _c1
999 _c30847
_d30847