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1 Bookchor Coins
9788131725450
ISBN
3 mm
Width
20 mm
Height
25 gram
Weight
7
Edition
HARDCOVER
Binding
8 MAY 2008
Publish Date
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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.
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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.
Khaled Hosseini
Amish Tripathi
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