Fundamentals of futures and options markets

著者

書誌事項

Fundamentals of futures and options markets

John C. Hull

Pearson Prentice Hall, c2008

6th ed

  • : pbk

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注記

Includes bibliographical references and index

"Pearson international edition"--Cover of pbk

内容説明・目次

内容説明

For students of Business, Economics or Math From an author with a large amount of "real-world" experience, this is a reader-friendly book with lots of numerical examples and accounts of real-life situations.

目次

Preface Introduction Mechanics of Futures and Forward 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 Non-Standard Instruments Credit Derivatives Insurance, Weather, Energy, and Credit Derivatives Derivatives Disasters and What We Can Learn From Them Glossary of Terms DerivaGem Software Major Exchanges Trading Futures and Options Table for N(x) when x<0 Table for N(x) when x>0 Index

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