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Fundamentals of futures and options markets / John C. Hull.

By: Material type: TextTextPublication details: Boston : Pearson, c2014.Edition: 8th edDescription: xv, 607 p. : illustrations ; 27 cmISBN:
  • 9780132993340
Subject(s): DDC classification:
  • 332.6452 23 H913
Contents:
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 credo 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 -- Index.
Summary: This book presents an accessible overview of the topic without the use of calculus. Packed with numerical examples and accounts of real-life situations, this text effectively guides readers through the material while helping them prepare for the working world.
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Includes index.

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 credo 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 --
Index.

This book presents an accessible overview of the topic without the use of calculus. Packed with numerical examples and accounts of real-life situations, this text effectively guides readers through the material while helping them prepare for the working world.

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