| Title : | Fundamentals of futures and options markets | | Material Type: | printed text | | Authors: | John Hull, Author | | Edition statement: | 4th ed., International ed. | | Publisher: | Upper Saddle River, N.J. : Prentice Hall | | Publication Date: | 2002 | | Pagination: | xix, 491 p. | | Layout: | ill. | | Size: | 26 cm | | Accompanying material: | 1 computer disk (3 1/2 in. | | ISBN (or other code): | 978-0-13-042358-0 | | Class number: | 332.644 | | Abstract: | For undergraduate courses in options and futures.This introduction to futures and options markets is ideal for those with limited background in mathematics. Based on Hull's Options, Futures and Other Derivatives, one of the best-selling books on Wall Street and in the college market, this text offers an accessible presentation of the topic without the use of calculus. | | Contents note: | include - 1) Introduction 2) Mechanics of Futures and Forward Markets 3) Determination of Forward and Future Prices 4) Hedging Strategics Using Futures 5) Interest Rate Markets 6) Swaps 7) Mechanics of Options Markets 8) Properties of stock Options 9) Trading Strategies Involving Options 10) Introduction to Binomial Trees 11) Valuing Stock Options: The Black-Scholes Model 12) Options on stock Indices and Currencies 13) Futures Options 14) Volatility Smiles 15) The Greek Letters 16) Value at Risk 17) Valuation Using Bionomial Trees 18) Interest Rate Options 19) Exotic Options and Other Non Standard Products 20) Credit, Weather, Energy, and Insurance Derivatives 21) Derivaties Mishaps and What We can Learn from them |
Fundamentals of futures and options markets [printed text] / John Hull, Author . - 4th ed., International ed. . - Upper Saddle River, N.J. : Prentice Hall, 2002 . - xix, 491 p. : ill. ; 26 cm + 1 computer disk (3 1/2 in. ISBN : 978-0-13-042358-0 | Class number: | 332.644 | | Abstract: | For undergraduate courses in options and futures.This introduction to futures and options markets is ideal for those with limited background in mathematics. Based on Hull's Options, Futures and Other Derivatives, one of the best-selling books on Wall Street and in the college market, this text offers an accessible presentation of the topic without the use of calculus. | | Contents note: | include - 1) Introduction 2) Mechanics of Futures and Forward Markets 3) Determination of Forward and Future Prices 4) Hedging Strategics Using Futures 5) Interest Rate Markets 6) Swaps 7) Mechanics of Options Markets 8) Properties of stock Options 9) Trading Strategies Involving Options 10) Introduction to Binomial Trees 11) Valuing Stock Options: The Black-Scholes Model 12) Options on stock Indices and Currencies 13) Futures Options 14) Volatility Smiles 15) The Greek Letters 16) Value at Risk 17) Valuation Using Bionomial Trees 18) Interest Rate Options 19) Exotic Options and Other Non Standard Products 20) Credit, Weather, Energy, and Insurance Derivatives 21) Derivaties Mishaps and What We can Learn from them |
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Fundamentals of futures and options markets
