Fundamentals of Futures and Options Markets
Pearson (Verlag)
978-0-13-127394-8 (ISBN)
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For undergraduate and graduate courses in business and economics, focusing on courses in options and futures.
Updated and revised to reflect the most current information, this introduction to futures and options markets is ideal for those with a limited background in mathematics. Based on Hull's Options, Futures and Other Derivatives, one of the best-selling books on Wall Street and in the college market, this text 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, the Fifth Edition effectively guides students through the material while helping them prepare for the working world.
1. Introduction.
2. Mechanics of Futures and Forward Markets.
3. Hedging Strategies Using Futures.
4. Interest Rates.
5. Determination of Forward and Futures Prices.
6. Interest Rate Futures.
7. Swaps.
8. Mechanics of Options Markets.
9. Properties of Stock Options.
10. Trading Strategies Involving Options.
11. Introduction to Binomial Trees.
12. Valuing Stock Options: The Black-Scholes Model.
13. Options on Stock Indices and Currencies.
14. Futures Options.
15. The Greek Letters.
16. Binomial Trees in Practice.
17. Volatility Smiles.
18. Value at Risk.
19. Interest-Rate Options.
20. Exotic Options and Other Non-Standard Instruments.
21. Credit Derivatives.
22. Insurance, Weather, Energy, and Credit Derivatives.
23. Derivative Disasters and What We Can Learn From Them.
Glossary of Terms.
DerivaGem Software. @CHLIST = Major Exchanges Trading Futures and Options.
Table for N(x) when x â0.
Table for N(x) when x ô0.
Index.
| Erscheint lt. Verlag | 22.7.2004 |
|---|---|
| Sprache | englisch |
| Maße | 204 x 254 mm |
| Gewicht | 1040 g |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| ISBN-10 | 0-13-127394-9 / 0131273949 |
| ISBN-13 | 978-0-13-127394-8 / 9780131273948 |
| Zustand | Neuware |
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