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

By: Material type: TextTextPublication details: India : Pearson ; Dorling Kindersley, 2015.Edition: 8th edDescription: 580 pages : illustrations ; 24 cmISBN:
  • 9789332536722
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 -- Answers to quiz questions -- Glossary of terms -- Derivagem software -- Major exchanges trading futures and options -- Tables for N(X) -- Index.
Summary: 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.
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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 --
Answers to quiz questions --
Glossary of terms --
Derivagem software --
Major exchanges trading futures and options --
Tables for N(X) --
Index.

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.

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