Fundamentals of futures and options markets

6th ed.
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Last edited by ImportBot
August 19, 2020 | History

Fundamentals of futures and options markets

6th ed.
  • 0 Ratings
  • 5 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Language
English
Pages
561

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Previews available in: English

Edition Availability
Cover of: Fundamentals of futures and options markets
Fundamentals of futures and options markets
2007, Prentice Hall, Pearson Prentice Hall
in English - 6th ed.
Cover of: Fundamentals of futures and options markets
Fundamentals of futures and options markets
2005, Pearson/Prentice Hall
in English - 5th ed.
Cover of: Fundamentals of futures and options markets
Fundamentals of futures and options markets
2002, Prentice Hall, Prentice-Hall International (UK)
in English - 4th ed., International ed.

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Book Details


Table of Contents

Introduction
Mechanics of futures markets
Hedging strategies using futures
Interest rates
Determination of forward and futures prices
Interest rate futures
Swaps
Mechanics of options markets
Properties of stock options
Trading strategies involving options
Introduction to binomial trees
Valuing stock options : the BlackScholes model
Options on stock indices and currencies
Futures options
The Greek letters
Binomial trees in practice
Volatility smiles
Value at risk
Interest rate options
Exotic options and other nonstandard products
Credit derivatives
Weather, energy, and insurance derivatives
Derivatives mishaps and what we can learn from them.

Edition Notes

Includes index.

Published in
Upper Saddle River, N.J
Genre
Problems, exercises, etc.

Classifications

Dewey Decimal Class
332.64/52
Library of Congress
HG6024.A3 H84 2007, HG6024.A3 H84 2008, HG6024.A3H84 2007

The Physical Object

Pagination
p. cm.
Number of pages
561

ID Numbers

Open Library
OL16282955M
Internet Archive
fundamentalsfutu00hull
ISBN 13
9780132242264
LCCN
2007015098
OCLC/WorldCat
123390945
Library Thing
324773
Goodreads
486336

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History

Download catalog record: RDF / JSON
August 19, 2020 Edited by ImportBot import existing book
August 19, 2020 Edited by ImportBot import existing book
May 4, 2017 Edited by ImportBot import new book
July 29, 2014 Edited by ImportBot import new book
December 10, 2009 Created by WorkBot add works page