Options, Futures and Other Derivatives

Options, Futures and Other Derivatives

by John Hull
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Pub. Date:
Pearson Education
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Options, Futures and Other Derivatives

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: 9780135009949
Publisher: Pearson Education
Publication date: 06/28/2008

Table of Contents

1. Introduction
2. Mechanics of Futures 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. Binomial Trees
12. Wiener Processes and Itô’s lemma
13. The Black-Scholes-Merton Model
14. Options on Stock Indices, Currencies, and Futures
15. The Greek Letters
16. Volatility Smiles
17. Basic Numerical Procedures
18. Value at Risk
19. Estimating Volatilities and Correlations
20. Credit Risk
21. Credit Derivatives
22. Exotic Options
23. Weather, Energy, and Insurance Derivatives
24. More on Models and Numerical Procedures
25. Martingales and Measures
26. Interest Rate Derivatives: The Standard Market Models
27. Convexity, Timing, and Quanto Adjustments
28. Interest Tate Derivatives: Models of the Short Rate
29. Interest Rate Derivatives: HJM and LMM
30. Swaps Revisited
31. Real Options
32. Derivatives Mishaps and What We Can Learn from Them Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for N(x)
Author index Subject index

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Options, Futures, and Other Derivatives 2.7 out of 5 based on 0 ratings. 3 reviews.
PT_NYC More than 1 year ago
There was one review that gave two stars to that book with the following reasoning: "Beware, you'll need to spend another $40 (collective sigh in horror) for Answers Manual"... I find it a bit strange - average reader of such a book will be earning more than $100K/year for most of the career. So he should beware of ... $40 for another piece of invaluable learning material? We need a balance check here :)
Anonymous More than 1 year ago
Twice we tried to order 2 copies of this Pearson textbook from B&N. Both sets (all 4 copies) were damaged, including broken spines. Don't order this item from B&N unless you also have the time & money to have copies re-bound.
Anonymous More than 1 year ago