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Fundamentals of Futures and Options Markets / Edition 5
     

Fundamentals of Futures and Options Markets / Edition 5

by John C. Hull
 

ISBN-10: 0131445650

ISBN-13: 9780131445659

Pub. Date: 07/01/2004

Publisher: Prentice Hall

Thoroughly revised and updated, the Fourth Edition includes:

  • Three new chapters:
    • Exotic Options and Other Non-Standard Products
    • Credit, Weather, Energy, and Insurance Derivatives
    • Derivative Mishaps and What We Can Learn from Them
  • Important new material on interest rate markets, volatility smiles,

Overview

Thoroughly revised and updated, the Fourth Edition includes:

  • Three new chapters:
    • Exotic Options and Other Non-Standard Products
    • Credit, Weather, Energy, and Insurance Derivatives
    • Derivative Mishaps and What We Can Learn from Them
  • Important new material on interest rate markets, volatility smiles, and value at risk.
  • Many new problems reinforcing key concepts.
  • A Solutions Manual containing worked-out answers for end-of-chapter questions and problems can now be purchased (ISBN 0-13-060603-0).
  • New Excel-based software, DerivaGem, has been carefully designed to complement the material in the text.

Product Details

ISBN-13:
9780131445659
Publisher:
Prentice Hall
Publication date:
07/01/2004
Series:
Prentice Hall Finance Ser.
Edition description:
Older Edition
Pages:
540
Product dimensions:
8.32(w) x 10.14(h) x 1.07(d)

Table of Contents

1. Introduction.
2. Mechanics of Futures and Forward Markets.
3. Determination of Forward and Futures Prices.
4. Hedging Strategies Using Futures.
5. Interest-Rate Markets.
6. Swaps.
7. Mechanics of Options Markets.
8. Properties of Stock Options.
9. Trading Strategies Involving Options.
10. Introduction to Binomial Trees.
11. Valuing Stock Options: The Black-Scholes Model.
12. Options on Stock Indices and Currencies.
13. Futures Options.
14. Volatility Smiles.
15. The Greek Letters.
16. Value at Risk.
17. Valuation Using Binomial Trees.
18. Interest Rate Options.
19. Exotic Options and Other Non-Standard Products.
20. Credit, Weather, Energy, and Insurance Derivatives.
21. Derivatives Mishaps and What We Can Learn from Them.
Answers to Quiz Questions.
Glossary of Terms.
DerivaGem Software.
Major Exchanges Trading Futures and Options.
Table for N(x) when x …â0.
Table for N(x) when x …ô0.
Index.

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