Fundamentals of futures and options markets
Hull, John C.
creator
author
text
mau
India
Pearson
Dorling Kindersley
2015
2014
8th ed.
monographic
eng
580 pages : illustrations ; 24 cm.
A reader-friendly book with an abundance of numerical and real-life examples. Based on Hull's Options, Futures and Other Derivatives, Fundamentals of Futures and Options Markets presents an accessible and student-friendly overview of the topic without the use of calculus. Packed with numerical examples and accounts of real-life situations, this text effectively guides students through the material while helping them prepare for the working world.
1. Introduction --
2. Mechanics of futures markets --
3. Hedging strategies using futures --
4. Interest rates --
5. Determination of forward and futures prices --
6. Interest rate futures --
7. Swaps --
8. Securitization and the credo crisis of 2007 --
9. Mechanics of options markets --
10. Properties of stock options --
11. Trading strategies involving options --
12. Introduction to binomial trees --
13. Valuing stock options : the black-scholes-merton model -- 14. Employee stock options --
15. Options on stock indices and currencies --
16. Futures options --
17. The greek letters --
18. Binomial trees in practice --
19. Volatility smiles --
20. Value at risk --
21. Interest rate options --
22. Exotic options and other nonstandard products --
23. Credit derivatives --
Answers to quiz questions --
Glossary of terms --
Derivagem software --
Major exchanges trading futures and options --
Tables for N(X) --
Index.
John C. Hull.
Includes index.
Futures market
Options (Finance)
332.6452 H913
9789332536722
ISI Library
121116
20221213020014.0
C26539