Options, Futures, and Other Derivatives

Options, Futures, and Other Derivatives

2.7 3
by John C. Hull
     
 

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, this book presents an accessible overview of the topic without the use

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Overview

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, this book presents an accessible overview of the topic without the use of calculus. Packed with numerical samples and accounts of real-life situations, the Fifth Edition effectively guides readers through the material while providing them with a host of tangible examples.

For professionals with a career in futures and options markets, financial engineering and/or risk management.

Product Details

ISBN-13:
9780273759072
Publisher:
Pearson/Education
Publication date:
04/28/2011

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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