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Genre/Form: | Problems and Exercises exercise books Problems and exercises Problèmes et exercices Problems, exercises, etc |
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Document Type: | Book |
All Authors / Contributors: |
John Hull |
ISBN: | 0138891486 9780138891480 0137833172 9780137833177 |
OCLC Number: | 37179648 |
Description: | xxv, 471 pages : illustrations ; 24 cm + 1 computer disc (3 1/2 in.) |
Contents: | 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. |
Responsibility: | John C. Hull. |
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