Fundamentals of Futures and Options Markets (Solution Manual) / Edition 4 by John Hull | 9780130176028 | Hardcover | Barnes & Noble
Fundamentals of Futures and Options Markets / Edition 4

Fundamentals of Futures and Options Markets / Edition 4

by John C. Hull
     
 

ISBN-10: 0130176028

ISBN-13: 9780130176028

Pub. Date: 06/29/2001

Publisher: Pearson

Again, John Hull has done a great job revising and updating this best-selling book. Changes in the fifth edition include:

  • A new chapter on credit derivatives (Chapter 21).
  • New! Business Snapshots highlight real-world situations and relevant issues.
  • The first six chapters have been -reorganized to better meet the

Overview

Again, John Hull has done a great job revising and updating this best-selling book. Changes in the fifth edition include:

  • A new chapter on credit derivatives (Chapter 21).
  • New! Business Snapshots highlight real-world situations and relevant issues.
  • The first six chapters have been -reorganized to better meet the needs of students and .instructors.
  • A new release of the Excel-based software, DerivaGem, is included with each text.

A useful Solutions Manual/Study Guide, which includes the worked-out answers to the "Questions and Problems" sections of each chapter, can be purchased separately (ISBN: 0-13-144570-7).

Product Details

ISBN-13:
9780130176028
Publisher:
Pearson
Publication date:
06/29/2001
Edition description:
Older Edition
Pages:
512
Product dimensions:
7.99(w) x 10.00(h) x 0.43(d)

Table of Contents



 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 <F128>â0.


Table for N(x) when x <F128>ô0.


Index.

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