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Fundamentals of Futures and Options Markets

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ISBN-10: 0136012337

ISBN-13: 9780136012337

Edition: 6th 2008

Authors: John C. Hull

List price: $186.67
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Book details

List price: $186.67
Edition: 6th
Copyright year: 2008
Publisher: Prentice Hall PTR
Publication date: 6/20/2007
Binding: Mixed Media
Size: 8.25" wide x 10.25" long x 1.25" tall
Weight: 2.684
Language: English

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 and Forward
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
Introduction to Binomial Trees Valuing Stock Options
The Black-Scholes Model Options on Stock Indices and Currencies Futures Options
The Greek Letters Binomial Trees in Practice
Volatility Smiles Value at Risk Interest-Rate Options
Exotic Options and Other Non-Standard Instruments Credit
Derivatives Insurance, Weather, Energy, and Credit Derivatives
Derivatives Disasters and What We Can Learn
From Them Glossary of Terms DerivaGem Software
Major Exchanges Trading Futures and Options
Table for N(x) when x<0
Table for N(x) when x>0 Index