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Fundamentals of futures and options markets

By: Hull John C.
Material type: TextTextPublisher: Upper Saddle River, N.J. : Pearson Prentice Hall, c2008Edition: 6th ed.Description: xiii, 561 p. : ill. ; 1 CD-ROM (4 3/4 in.).ISBN: 9780132242264; 0132242265; 9780136012337; 0136012337.Subject(s): Futures market | Options (Finance) | Futures market | Options (Finance)DDC classification: 332.64 Online resources: Click here to access online
Contents:
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.
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non fiction 332.64 (Browse shelf) Available *B201001735*

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.

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