Options, Futures, and Other Derivative Securities / Edition 2

Options, Futures, and Other Derivative Securities / Edition 2

by John C. Hull
     
 

This book has been widely adopted for its comprehensive coverage, exceptionally clear explanations of difficult material, and avoidance of nonessential math. The text bridges the gap between the theory and practice of derivatives and helps readers develop a working knowledge of how derivatives can be analyzed.See more details below

Overview

This book has been widely adopted for its comprehensive coverage, exceptionally clear explanations of difficult material, and avoidance of nonessential math. The text bridges the gap between the theory and practice of derivatives and helps readers develop a working knowledge of how derivatives can be analyzed.

Product Details

ISBN-13:
9780136390145
Publisher:
Prentice Hall Professional Technical Reference
Publication date:
12/28/1992
Edition description:
Older Edition
Pages:
512
Product dimensions:
5.98(w) x 9.02(h) x (d)

Table of Contents

Preface
1Introduction1
2Futures Markets and the Use of Futures for Hedging18
3Forward and Futures Prices45
4Interest Rate Futures80
5Swaps111
6Options Markets136
7Properties of Stock Option Prices151
8Trading Strategies Involving Options173
9A Model of the Behavior of Stock Prices190
10The Black-Scholes Analysis207
11Options on Stock Indices, Currencies, and Futures Contracts247
12A General Approach to Pricing Derivative Securities274
13Hedging Positions in Options and Other Derivative Securities295
14Numerical Procedures329
15Interest Rate Derivative Securities370
16Exotic Options414
17Alternatives to Black-Scholes for Option Pricing434
18Credit Risk455
19Review of Key Concepts469
Table for N(X) when X [actual symbol not reproducible]0473
Table for N(X) when X [actual symbol not reproducible]0474
World Exchanges475
Glossary of Notation476
Author Index481
Subject Index484

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