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Fundamentals of futures and options markets

By: Hull, Jhon CMaterial type: TextTextOriginal language: Spanish Publisher: New Jersey ; Pearson Prentice Hall ; 2005Description: 550 pISBN: 0-13-144565-0Subject(s): Futures market | Options financeLOC classification: HG/6024.A3/H85F/2005
Contents:
Contiene : 1. Future contracts.- 2. Mechanics of futures markets.- 3. Hedging strategies using futures.- 4. Interest rates.- 5. Determination of forward and futures prices.- 6. Interest rate futures.- 7. Swaps - 8. Mechanics of options markets.- 9. Properties of stock options.- 10. Trading strategies involving options.- 11. Introduction to binomial trees.- 12. Valuing stock options.- 13. Options on stock indices and currencies.- 14. Future options.- 15. The greek letters.- 16. Valuation using binomial trees.- 17. Volatility smiles.- 18. Value at risk.- 19. Interest rate options.- 20. Exotic options and other nonstandard products.- 21. Credit derivatives.- 22. Weather, energy and insurance derivatives.- 23. Derivatives mishaps.
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Item type Current location Call number Status Date due Barcode
Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/6024.A3/H85F/2005 (Browse shelf) Available 00000906

Contiene : 1. Future contracts.- 2. Mechanics of futures markets.- 3. Hedging strategies using futures.- 4. Interest rates.- 5. Determination of forward and futures prices.- 6. Interest rate futures.- 7. Swaps - 8. Mechanics of options markets.- 9. Properties of stock options.- 10. Trading strategies involving options.- 11. Introduction to binomial trees.- 12. Valuing stock options.- 13. Options on stock indices and currencies.- 14. Future options.- 15. The greek letters.- 16. Valuation using binomial trees.- 17. Volatility smiles.- 18. Value at risk.- 19. Interest rate options.- 20. Exotic options and other nonstandard products.- 21. Credit derivatives.- 22. Weather, energy and insurance derivatives.- 23. Derivatives mishaps.

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