Options, Futures, and Other Derivatives with Derivagem

ISBN-10: 0136015867
ISBN-13: 9780136015864
Edition: 7th 2009
Authors: John C. Hull
List price: $220.00
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Description: KEY BENEFIT: 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. KEY TOPICS: Based on Hulls Options, Futures and Other  More...

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Book details

List price: $220.00
Edition: 7th
Copyright year: 2009
Publisher: Prentice Hall Higher Education
Publication date: 5/8/2008
Binding: Mixed Media
Pages: 848
Size: 8.25" wide x 10.25" long x 1.50" tall
Weight: 3.982
Language: English

KEY BENEFIT: 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. KEY TOPICS: Based on Hulls Options, Futures and Other Derivatives, one of the best-selling books on Wall Street, this book presents an accessible overview of the topic without 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. MARKET: For professionals with a career in futures and options markets, financial engineering and/or risk management.

John C. Hull is the noted author of such texts as Introduction to Futures and Options, Markets and Options, Futures, and Other Derivatives. In these books, and others, he explains in readable form concepts related to the Futures market, investing, and business. Largely aimed at students, Hull's books serve as an excellent introduction to the field or a valuable refresher to those already in the corporate world. John C. Hull has been a professor of finance and director of the Centre for Finance Studies at the University of Toronto in Canada. He received degrees from Cranfield University, Cambridge University, and Lancaster.

Preface
Introduction
Mechanics of Futures 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
Binomial Trees
Wiener Processes and Ita's lemma
The Black-Scholes-Merton Model
Options on Stock Indices, Currencies, and Futures
The Greek Letters
Volatility Smiles
Basic Numerical Procedures
Value at Risk
Estimating Volatilities and Correlations
Credit Risk
Credit Derivatives
Exotic Options
Weather, Energy, and Insurance Derivatives
More on Models and Numerical Procedures
Martingales and Measures
Interest Rate Derivatives: The Standard Market Models
Convexity, Timing, and Quanto Adjustments
Interest Tate Derivatives: Models of the Short Rate
Interest Rate Derivatives: HJM and LMM
Swaps Revisited
Real Options
Derivatives Mishaps and What We Can Learn from Them Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for N(x)
Author index
Subject index

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