Fundamentals of futures and options markets /

Hull, John, 1946-

Fundamentals of futures and options markets / John C. Hull. - Eighth edition. Global edition. - 623 pages : illustrations ; 26 cm. - Always learning . - Always learning. .

Includes index. Authorised adaptation from the United States edition entitled Fundamentals of futures and options markets. 8th edition, ISBN 9780132993340 by Hull, John C., published by Pearson Education, Inc ©2014.

Includes bibliographical references and index.

Preface -- Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options: The Black-Scholes-Merton model -- Employee stock options -- 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 products -- Credit derivatives -- Weather, energy and insurance derivatives -- Derivatives mishaps and what we can learn from them -- Answers to quiz questions -- Glossary of terms -- DerivaGem software -- Major exchanges for trading futures and options -- Tables for N(x) -- Index. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25.

"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."--Publisher's website.

9781292155036 1292155035


Futures market.
Futures market--Problems, exercises, etc.
Options (Finance)
Options (Finance)--Problems, exercises, etc.

332.6452

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