Fundamentals of futures and options markets /
Hull, John C.
Fundamentals of futures and options markets / John C. Hull - 4 - Upper Saddle River, NJ : Prentice Hall, 2001 - xix, 491 p.
Introduction, 1. -- Mechanics of futures and forward markets, 16. -- Determination of forward and futures prices, 40. -- Hedging strategies using futures, 73. -- Interest rate markets, 99. -- Swaps, 133. -- Mechanics of options markets, 160. -- Properties of stock options, 182. -- Trading strategies involoving options, 202. -- Introduction to binomial trees, 218. -- Valuing stock options : The black-scholes model, 232. -- Options on stock indices and currencies, 255. -- Futures options, 271. -- Volatility smiles, 285. -- The greek letters, 299. -- Value at risk, 330. -- Valuation using binomial trees, 354. -- Interest rate options, 374. -- Exotic options and other nonstandard products, 394. -- Credit, weather, energy, and insurance derivatives, 412. -- Derivatives mishaps and what we can learn from them, 422. -- Answers to quiz questions, 432
0130176028
HG 6024 H913f 2002
Fundamentals of futures and options markets / John C. Hull - 4 - Upper Saddle River, NJ : Prentice Hall, 2001 - xix, 491 p.
Introduction, 1. -- Mechanics of futures and forward markets, 16. -- Determination of forward and futures prices, 40. -- Hedging strategies using futures, 73. -- Interest rate markets, 99. -- Swaps, 133. -- Mechanics of options markets, 160. -- Properties of stock options, 182. -- Trading strategies involoving options, 202. -- Introduction to binomial trees, 218. -- Valuing stock options : The black-scholes model, 232. -- Options on stock indices and currencies, 255. -- Futures options, 271. -- Volatility smiles, 285. -- The greek letters, 299. -- Value at risk, 330. -- Valuation using binomial trees, 354. -- Interest rate options, 374. -- Exotic options and other nonstandard products, 394. -- Credit, weather, energy, and insurance derivatives, 412. -- Derivatives mishaps and what we can learn from them, 422. -- Answers to quiz questions, 432
0130176028
HG 6024 H913f 2002