Options, futures and other derivatives / John C. Hull.
Material type:
TextPublication details: Upper Saddle River, NJ : Prentice Hall, 2011Edition: 7th edDescription: v,272 p. : ill. ; 24 cmISBN: 9788131728048 (pbk)Subject(s): Futures | Stock options | Derivative securitiesDDC classification: 332.63 | Item type | Current library | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Books
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Namal Library Economics(hall 2) | 332.63 HUL-O 2011 11595 (Browse shelf (Opens below)) | 1 | Available | 0011595 | ||
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Books
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Namal Library Economics(hall 2) | 332.63 HUL-O 2011 11594 (Browse shelf (Opens below)) | 2 | Available | 0011594 |
Includes bibliographical references and index.
_contents:
chapter 1; introduction:
PART ONE: FUTURE AND FORWARD MARKETS;
chapter 2: mechanics of future and forward markets;
chapter 3: the determination of forward and future prices;
chapter 4: hedging strategies using futures;
chapter 5; interest-rate future;
chapter 6: swaps;
PART 2; OPTIONS MARKETS:
chapter 7: mechanics of options markets:
chapter 8: basic problems of stock options:
chapter 9: trading strategies involving options:
chapter 10: an introduction to binomial trees;
chapter 11: the pricing of stock options using black- sch-oles;
chapter 12: options on stock indices and currencies:
chapter 13: options on futures:
chapter 14; hedging position in options and the creation of options synthetically:
chapter 15: valuing options numerically using binomial trees:
chapter 16; biases in the black - sch oles model:
chapter 17: interest- rate options:
answer to quiz questions :
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