Hull, John, 1946-

Fundamentals of futures and options markets / John C. Hull. - 6a ed. - Upper Saddle River, N.J. Pearson Prentice Hall c2008. - xiii, 561 p. ill. + 1 Cd rom

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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 -- 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 nonstandard products -- Credit derivatives -- Weather, energy, and insurance derivatives -- Derivatives mishaps and what we can learn from them.

0132242265 9780132242264


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HG6024 / .A3H84 2008