Fundamentals of futures and options markets. /
Hull, John,
Fundamentals of futures and options markets. / John C. Hull. - 8th ed. - 579 p.: ill.; 27cm
Includes index.
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credo crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the Black-Scholes-Merton model -- Employee stock options -- 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 -- Answers to quiz questions -- Glossary of terms -- DerivaGem software -- Major exchanges trading futures and options -- Tables for N(x) -- Index.
9781292041902
2012046440
Futures market.
Options (Finance)
Futures market--Problems, exercises, etc.
Options (Finance)--Problems, exercises, etc.
HG6024.A3.H84
332.64/52
Fundamentals of futures and options markets. / John C. Hull. - 8th ed. - 579 p.: ill.; 27cm
Includes index.
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credo crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the Black-Scholes-Merton model -- Employee stock options -- 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 -- Answers to quiz questions -- Glossary of terms -- DerivaGem software -- Major exchanges trading futures and options -- Tables for N(x) -- Index.
9781292041902
2012046440
Futures market.
Options (Finance)
Futures market--Problems, exercises, etc.
Options (Finance)--Problems, exercises, etc.
HG6024.A3.H84
332.64/52