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_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
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