Fundamentals of Futures and Options Markets
Pearson New International Edition
8th Edition
Published on 23. June 2016
Book
Paperback/Softback
624 pages
978-1-292-15503-6 (ISBN)
Description
For undergraduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.
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.
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.
More details
Edition
8th edition
Language
English
Place of publication
Harlow
United Kingdom
Target group
Adult education
Dimensions
Height: 254 mm
Width: 204 mm
Thickness: 36 mm
Weight
1340 gr
ISBN-13
978-1-292-15503-6 (9781292155036)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
John Hull | John C. Hull
Fundamentals of Futures and Options Markets, Global Edition
Book
05/2022
9th Edition
Pearson Education Limited
€84.99
Shipment within 10-20 days
Previous edition
John Hull | John C. Hull
Fundamentals of Futures and Options Markets
Pearson New International Edition
Book
11/2013
8th Edition
Pearson Education Limited
€83.99
Shipment within 10-20 days
Content
1. Introduction
2. Mechanics of futures markets
3. Hedging strategies using futures
4. Interest rates
5. Determination of forward and futures prices
6. Interest rate futures
7. Swaps
8. Securitization and the credit crisis of 2007
9. Mechanics of options markets
10. Properties of stock options
11. Trading strategies involving options
12. Introduction to binomial trees
13. Valuing stock options: The Black--Scholes--Merton model
14. Employee stock options
15. Options on stock indices and currencies
16. Futures options
17. The Greek letters
18. Binomial trees in practice
19. Volatility smiles
20. Value at risk
21. Interest rate options
22. Exotic options and other nonstandard products
23. Credit derivatives
24. Weather, energy, and insurance derivatives
25. Derivatives mishaps and what we can learn from them
Answers to Quiz Questions
Glossary of terms
DerivaGem software
Major exchanges trading futures and options
Tables for N(x)
Index
2. Mechanics of futures markets
3. Hedging strategies using futures
4. Interest rates
5. Determination of forward and futures prices
6. Interest rate futures
7. Swaps
8. Securitization and the credit crisis of 2007
9. Mechanics of options markets
10. Properties of stock options
11. Trading strategies involving options
12. Introduction to binomial trees
13. Valuing stock options: The Black--Scholes--Merton model
14. Employee stock options
15. Options on stock indices and currencies
16. Futures options
17. The Greek letters
18. Binomial trees in practice
19. Volatility smiles
20. Value at risk
21. Interest rate options
22. Exotic options and other nonstandard products
23. Credit derivatives
24. Weather, energy, and insurance derivatives
25. Derivatives mishaps and what we can learn from them
Answers to Quiz Questions
Glossary of terms
DerivaGem software
Major exchanges trading futures and options
Tables for N(x)
Index