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Options, Futures, and Other Derivatives with Derivagem CD,9780136015864
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Options, Futures, and Other Derivatives with Derivagem CD

by
Edition:
7th
ISBN13:

9780136015864

ISBN10:
0136015867
Format:
Hardcover w/CD
Pub. Date:
1/1/2009
Publisher(s):
Prentice Hall
List Price: $219.99
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Summary

Updated and revised to reflect the most current information, this introduction to futures and options markets is ideal for those with a limited background in mathematics.Based on Hull'sOptions, Futures and Other Derivatives,one of the best-selling books on Wall Street, this book presents an accessible overview of the topicwithout the use of calculus.Packed with numerical samples and accounts of real-life situations, the Fifth Edition effectively guides readers through the material while providing them with a host of tangible examples.For professionals with a career in futures and options markets, financial engineering and/or risk management.

Table of Contents

Preface
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
Binomial Trees
Wiener Processes and Ita's lemma
The Black-Scholes-Merton Model
Options on Stock Indices, Currencies, and Futures
The Greek Letters
Volatility Smiles
Basic Numerical Procedures
Value at Risk
Estimating Volatilities and Correlations
Credit Risk
Credit Derivatives
Exotic Options
Weather, Energy, and Insurance Derivatives
More on Models and Numerical Procedures
Martingales and Measures
Interest Rate Derivatives: The Standard Market Models
Convexity, Timing, and Quanto Adjustments
Interest Tate Derivatives: Models of the Short Rate
Interest Rate Derivatives: HJM and LMM
Swaps Revisited
Real Options
Derivatives Mishaps and What We Can Learn from Them Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for N(x)
Author index
Subject index
Table of Contents provided by Publisher. All Rights Reserved.


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