000 | 01737cam a2200241 a 4500 | ||
---|---|---|---|
020 |
_a0138891486 _cTZS 12,000/= |
||
040 |
_aMUL _beng _eAACR |
||
082 | 0 | 0 | _a332.644 HUL |
100 | 1 | _aHull, John, | |
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. : _bill. ; _c24 cm. |
||
504 | _aIncludes bibliographical references and index. | ||
505 | _a Ch. 1. Introduction Ch. 2. Mechanics of Futures and Forward Markets Ch. 3. Determination of Forward and Futures Prices Ch. 4. Hedging Strategies Using Futures Ch. 5. Interest-Rate Futures Ch. 6. Swaps Ch. 7. Mechanics of Options Markets Ch. 8. Basic Properties of Stock Options Ch. 9. Trading Strategies Involving Options Ch. 10. Introduction to Binomial Trees Ch. 11. Pricing of Stock Options Using Black-Scholes Ch. 12. Options on Stock Indices and Currencies Ch. 13. Options on Futures Ch. 14. Hedging Positions in Options and the Creation of Options Synthetically Ch. 15. Value at Risk Ch. 16. Valuing Options Numerically Using Binomial Trees Ch. 17. Biases in the Black-Scholes Model Ch. 18. Interest-rate Options | ||
520 | _aThis introduction to futures and options markets is ideal for readers with limited backgrounds in mathematics. Emphasizing the use of binomial trees for explaining how options are priced, it shows how one- and two-step binomial trees can be analyzed and includes comprehensive treatment of numerical procedures based on binomial trees. | ||
546 | _aeng | ||
650 | 0 | _aFutures market. | |
650 | 0 | _aOptions (Finance) | |
650 | 0 | _aFutures market | |
650 | 0 | _aOptions (Finance) | |
942 | _cBK | ||
999 |
_c8401 _d8401 |