TY  - BOOK
AU  - Hull, John, 
TI  - Fundamentals of Futures and Options Markets
SN  - 9780132242264
AV  -  HG6024.A3  H84 2008
PY  - 2008///
CY  - Upper Saddle River
PB  - Pearson Prentice Hall
N1  - Includes bibliographical references and index; 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
ER  -