Fundamentals of futures and options markets
By: John C. Hull.
Edition: 6th ed.
Publisher: Prentice Hall; Pearson Prentice Hall
Published: 2007
Place of publication: Upper Saddle River, N.J
Language: eng
Number of pages: 561
ISBN-13: 9780132242264
Subjects: Futures market; Options (Finance); Futures market -- Problems, exercises, etc; Options (Finance) -- Problems, exercises, etc
Genres: Problems, exercises, etc.
Notes: Includes index.
Table of contents: title: Introduction; title: Mechanics of futures markets; title: Hedging strategies using futures; title: Interest rates; title: Determination of forward and futures prices; title: Interest rate futures; title: Swaps; title: Mechanics of options markets; title: Properties of stock options; title: Trading strategies involving options; title: Introduction to binomial trees; title: Valuing stock options : the BlackScholes model; title: Options on stock indices and currencies; title: Futures options; title: The Greek letters; title: Binomial trees in practice; title: Volatility smiles; title: Value at risk; title: Interest rate options; title: Exotic options and other nonstandard products; title: Credit derivatives; title: Weather, energy, and insurance derivatives; title: Derivatives mishaps and what we can learn from them.