Fundamentals of Futures and Options Markets

John C. Hull

550 pages, parution le 15/09/2004 (5^eme édition)

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Résumé

For undergraduate courses in options, futures, and derivatives.The standard for accurate, thorough, and up-to-date information on Futures, Options, and Other Derivatives. This introduction to futures and options markets is ideal for those with limited background in mathematics. Based on Hull's Options, Futures and Other Derivatives, one of the best-selling books on Wall Street and in the college market, this text offers a more accessible presentation of the topic. This version does not include the use of calculus.

L'auteur - John C. Hull

John Hull est professeur de finance à la Joseph L. Rotman School of Management, université de Toronto, Canada.

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Sommaire

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
Valuation Using Binomial Trees
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

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Pearson, Prentice Hall
Auteur(s)	John C. Hull
Parution	15/09/2004
Édition	5^eme édition
Nb. de pages	550
Format	20 x 25
Couverture	Broché
Poids	1020g
Intérieur	Noir et Blanc
EAN13	9780131273948
ISBN13	978-0-13-127394-8