Fundamentals of futures and options markets

Fundamentals of futures and options markets

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Bibliographic Details
Main Author:	Hull, John C. 1946-
Format:	Unknown
Published:	Upper Saddle River, NJ Pearson Prentice Hall 2008
Edition:	6th ed
Subjects:	Options (Finance) > Problems, exercises, etc. Futures market Futures market > Problems, exercises, etc Options (Finance) > Problems, exercises, etc
Online Access:	Click Here to View Status and Holdings.
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Table of Contents:

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.