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 |