Fundamentals of Futures and Options Markets and Derivagem Package

by Hull, John C.

• ISBN13: 9780136012337
• ISBN10: 0136012337
• Edition: 6th
• Format: Package
• Copyright: 2008-01-01
• Publisher: Prentice Hall

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 and Forward

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 Non-Standard Instruments Credit

Derivatives Insurance, Weather, Energy, and Credit Derivatives

Derivatives Disasters and What We Can Learn

From Them Glossary of Terms DerivaGem Software

Major Exchanges Trading Futures and Options

Table for N(x) when x<0

Table for N(x) when x>0 Index

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