Hull, John 1946- creator text xxu Upper Saddle River Pearson Prentice Hall 2008 6th ed. monographic eng

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xiii, 561 p ill. ; 26 cm 1 CD-ROM (4 3/4 in.) 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 Black-Scholes 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. John C. Hull. Includes bibliographical references and index. HG6024.A3 H84 2008 9780132242264 DLC 140424 20210721114521.0 eng