Fundamentals of futures and options markets
著者
書誌事項
Fundamentals of futures and options markets
Pearson, c2017
8th ed., Global ed
- : [pbk.]
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注記
"Pearson Global edition"--Back cover
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
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
「Nielsen BookData」 より
