Introduction to futures and options markets /

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Detalles Bibliográficos
Autor principal: Hull, John, 1946-
Formato: Libro
Lenguaje:Inglés
Publicado: Upper Saddle River, N.J. : Prentice-Hall, c1998.
Edición:3rd ed.
Materias:
Aporte de:Registro referencial: Solicitar el recurso aquí
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100 1 |a Hull, John,  |d 1946- 
245 1 0 |a Introduction to futures and options markets /  |c John C. Hull. 
250 |a 3rd ed. 
260 |a Upper Saddle River, N.J. :  |b Prentice-Hall,  |c c1998. 
300 |a xxv, 471 p. :  |b il. ;  |c 24 cm. +  |e 1 disquete (3 1/2 plg.). 
590 |a La Biblioteca no posee el disquete. 
504 |a Incluye referencias bibliográficas e índice. 
505 0 |a 1. Introduction -- 2. Mechanics of Futures and Forward Markets -- 3. Determination of Forward and Futures Prices -- 4. Hedging Strategies Using Futures -- 5. Interest-Rate Futures -- 6. Swaps -- 7. Mechanics of Options Markets -- 8. Basic Properties of Stock Options -- 9. Trading Strategies Involving Options -- 10. Introduction to Binomial Trees -- 11. Pricing of Stock Options Using Black-Scholes -- 12. Options on Stock Indices and Currencies -- 13. Options on Futures -- 14. Hedging Positions in Options and the Creation of Options Synthetically -- 15. Value at Risk -- 16. Valuing Options Numerically Using Binomial Trees -- 17. Biases in the Black-Scholes Model -- 18. Interest-rate Options. 
650 0 |a Futures market. 
650 0 |a Options (Finance) 
650 0 |a Futures market  |v Problems, exercises, etc. 
650 0 |a Options (Finance)  |v Problems, exercises, etc.