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.