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Options, futures, and other derivatives /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Options, futures, and other derivatives // John C. Hull.
Author:	Hull, John,
other author:	Hull, John,
Published:	Upper Saddle River, NJ :Prentice Hall, : c1997.,
Description:	xix, 572 p. :ill. ;24 cm.
Notes:	Rev. ed. of: Options, futures, and other derivative securities. 2nd ed. c1993.
[NT 15003449]:	1. Introduction -- 2. Futures Markets and the Use of Futures for Hedging -- 3. Forward and Futures Prices -- 4. Interest Rate Futures -- 5. Swaps -- 6. Options Markets -- 7. Properties of Stock Option Prices -- 8. Trading Strategies Involving Options -- 9. Introduction to Binomial Trees -- 10. Model of the Behavior of Stock Prices -- 11. Black-Scholes Analysis -- 12. Options on Stock Indices, Currencies, and Futures Contracts -- 13. General Approach to Pricing Derivatives -- 14. Management of Market Risk -- 15. Numerical Procedures -- 16. Interest Rate Derivatives and the Use of Black's Model -- 17. Interest Rate Derivatives and Models of the Yield Curve -- 18. Exotic Options -- 19. Alternatives to Black-Scholes for Option Pricing -- 20. Credit Risk and Regulatory Capital -- 21. Review of Key Concepts.
Subject:	Futures. -
ISBN:	0131864793

Options, futures, and other derivatives /
Hull, John,1946-

Options, futures, and other derivatives /John C. Hull. - 3rd ed. - Upper Saddle River, NJ :Prentice Hall,c1997. - xix, 572 p. :ill. ;24 cm.

Rev. ed. of: Options, futures, and other derivative securities. 2nd ed. c1993.

Includes bibliographical references and indexes.

1. Introduction -- 2. Futures Markets and the Use of Futures for Hedging -- 3. Forward and Futures Prices -- 4. Interest Rate Futures -- 5. Swaps -- 6. Options Markets -- 7. Properties of Stock Option Prices -- 8. Trading Strategies Involving Options -- 9. Introduction to Binomial Trees -- 10. Model of the Behavior of Stock Prices -- 11. Black-Scholes Analysis -- 12. Options on Stock Indices, Currencies, and Futures Contracts -- 13. General Approach to Pricing Derivatives -- 14. Management of Market Risk -- 15. Numerical Procedures -- 16. Interest Rate Derivatives and the Use of Black's Model -- 17. Interest Rate Derivatives and Models of the Yield Curve -- 18. Exotic Options -- 19. Alternatives to Black-Scholes for Option Pricing -- 20. Credit Risk and Regulatory Capital -- 21. Review of Key Concepts.

System requirements for computer disk: IBM PC or compatible; Windows.

ISBN: 0131864793

LCCN: 96013389Subjects--Topical Terms:

657649
Futures.

LC Class. No.: HG6024.A3 / H85 1997

Options, futures, and other derivatives /
LDR:01992cam 2200313 a 4500 001 2287634
003 OCoLC
005 20140218103133.0
007 cj aa|||||||||
008 220905s1997 njua b 001 0 eng
010 $a 96013389
019 $a 35637914 $a 62441407
020 $a 0131864793 $q (alk. paper)
020 $a 9780131864795 $q (alk. paper)
020 $a 0138571457 $q (computer disk)
020 $a 9780138571450 $q (computer disk)
020 $a 0132643677 $q (pbk.)
020 $a 9780132643672 $q (pbk.)
035 $a 34472069
040 $a DLC $b eng $c DLC $d GZM $d NLC $d UKM $d NLGGC $d BTCTA $d YDXCP $d LVB $d OCLCG $d AU@ $d SINLB $d HEBIS $d MNU $d DEBBG $d SNK $d OCL $d DEBSZ $d OCLCQ $d GBVCP $d OCLCF
050 0 0 $a HG6024.A3 $b H85 1997
100 1 $a Hull, John, $d 1946- $3 682521
245 1 0 $a Options, futures, and other derivatives / $c John C. Hull.
250 $a 3rd ed.
260 # $a Upper Saddle River, NJ : $b Prentice Hall, $c c1997.
300 $a xix, 572 p. : $b ill. ; $c 24 cm.
500 $a Rev. ed. of: Options, futures, and other derivative securities. 2nd ed. c1993.
500 $a Disk contains Deriva Gem version 2.1.
504 $a Includes bibliographical references and indexes.
505 0 # $a 1. Introduction -- 2. Futures Markets and the Use of Futures for Hedging -- 3. Forward and Futures Prices -- 4. Interest Rate Futures -- 5. Swaps -- 6. Options Markets -- 7. Properties of Stock Option Prices -- 8. Trading Strategies Involving Options -- 9. Introduction to Binomial Trees -- 10. Model of the Behavior of Stock Prices -- 11. Black-Scholes Analysis -- 12. Options on Stock Indices, Currencies, and Futures Contracts -- 13. General Approach to Pricing Derivatives -- 14. Management of Market Risk -- 15. Numerical Procedures -- 16. Interest Rate Derivatives and the Use of Black's Model -- 17. Interest Rate Derivatives and Models of the Yield Curve -- 18. Exotic Options -- 19. Alternatives to Black-Scholes for Option Pricing -- 20. Credit Risk and Regulatory Capital -- 21. Review of Key Concepts.
538 $a System requirements for computer disk: IBM PC or compatible; Windows.
650 # 0 $a Futures. $3 657649
650 # 0 $a Stock options. $3 657425
650 # 0 $a Derivative securities. $3 656187
700 1 # $a Hull, John, $d 1946- $t Options, futures, and other derivative securities. $3 3569670
730 0 2 $a Deriva gem. $3 3569671