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Fundamentals of futures and options markets / John C. Hull

By: Publication details: Delhi : Pearson Education Pvt. Ltd, 2003.Edition: 4th edDescription: xix, 491 p. : ill, ; 26 cmISBN:
  • 8178089343 (pbk.)
Subject(s): DDC classification:
  • 332.64 HUL
Contents:
Chapter 1. Introduction Chapter 2. Mechanics of Futures and Forward Markets. Chapter 3. Determination of Forward and Futures Prices Chapter 4. Hedging Strategies Using Futures Chapter 5. Interest Rate Markets Chapter 6. Swaps Chapter 7. Mechanics of Options Markets Chapter 8. Properties of Stock Options Chapter 9. Trading Strategies Involving Options Chapter 10. Introduction to Binomial Trees Chapter 11. Valuing Stock Options: The Black-Scholes Model Chapter 12. Options on Stock Indices and Currencies Chapter 13. Futures Options Chapter 14. Volatility Smiles Chapter 15. The Greek Letters Chapter 16. Value at Risk Chapter 17. Valuation Using Binomial Trees Chapter 18. Interest Rate Options Chapter 19. Exotic Options and Other Nonstandard Products Chapter 20. Credit, Weather, Energy, and Insurance Derivatives Chapter 21. Derivatives Mishaps and What We Can Learn From Them
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Chapter 1. Introduction
Chapter 2. Mechanics of Futures and Forward Markets.
Chapter 3. Determination of Forward and Futures Prices
Chapter 4. Hedging Strategies Using Futures
Chapter 5. Interest Rate Markets
Chapter 6. Swaps
Chapter 7. Mechanics of Options Markets
Chapter 8. Properties of Stock Options
Chapter 9. Trading Strategies Involving Options
Chapter 10. Introduction to Binomial Trees
Chapter 11. Valuing Stock Options: The Black-Scholes Model
Chapter 12. Options on Stock Indices and Currencies
Chapter 13. Futures Options
Chapter 14. Volatility Smiles
Chapter 15. The Greek Letters
Chapter 16. Value at Risk
Chapter 17. Valuation Using Binomial Trees
Chapter 18. Interest Rate Options
Chapter 19. Exotic Options and Other Nonstandard Products
Chapter 20. Credit, Weather, Energy, and Insurance Derivatives
Chapter 21. Derivatives Mishaps and What We Can Learn From Them