Fundamentals of futures and options markets / John C. Hull.
Material type:
- 9780132993340
- 332.6452 23 H913
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Books | ISI Library, Kolkata | 332.6452 H913 (Browse shelf(Opens below)) | Checked out | 31/05/2025 | 136258 |
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332.645 W927 Mathematical finance | 332.6450151 J61 Mathematical modeling and methods of option pricing | 332.645015118 N326 Mathematics of derivatives | 332.6452 H913 Fundamentals of futures and options markets / | 332.6452 H913 Fundamentals of futures and options markets / | 332.6453 C551 Time series approach to option pricing : | 332.6453 Z63 Applications of Fourier transform to smile modeling |
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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