Fundamentals of futures and options markets [[Book] /]
John C. Hull.
- 6th ed.
- Upper Saddle River, N.J. : Pearson Prentice Hall, c2008.
- xiii153 p. : ill. ; 26 cm+ 1 CD-ROM (4 3/4 in.).
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.
9780132242264 0132242265 9780136012337 0136012337
2007015098
Futures market. Options (Finance). Futures market--Problems, exercises, etc. Options (Finance)--Problems, exercises, etc.