Introduction to futures and options markets /
Hull, John,
Introduction to futures and options markets / John C. Hull. - 3rd ed. - Upper Saddle River, N.J. : Prentice Hall, c1998. - xxv, 471 p. : ill. ; 24 cm.
Includes bibliographical references and index.
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
This 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.
eng
0138891486 TZS 12,000/=
Futures market.
Options (Finance)
Futures market
Options (Finance)
332.644 HUL
Introduction to futures and options markets / John C. Hull. - 3rd ed. - Upper Saddle River, N.J. : Prentice Hall, c1998. - xxv, 471 p. : ill. ; 24 cm.
Includes bibliographical references and index.
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
This 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.
eng
0138891486 TZS 12,000/=
Futures market.
Options (Finance)
Futures market
Options (Finance)
332.644 HUL