Options,Futures & Other Derivatives WCd

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Options,Futures & Other Derivatives WCd

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Highlights

  • 9788131725450

    ISBN
  • 3 mm

    Width
  • 20 mm

    Height
  • 25 gram

    Weight
  • 7

    Edition
  • HARDCOVER

    Binding
  • 8 MAY 2008

    Publish Date

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    Description

    Table of Contents 1. INTRODUCTION. 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.

    About the Author

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    John C. Hull

    John C. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.
    He is both a very well respected researcher in the academic field of quantitative finance (see for example the Hull-White model), and also the author of (among other works) two books on financial derivatives that have become market practitioners standard texts: Options, Futures, and Other Derivatives and Fundamentals of Futures and Options Markets.
    In 1999, he was awarded the Financial Engineer of the Year Award, by the International Association of Financial Engineers.