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Fundamentals of Futures and Options Markets, Global Edition

Autor John Hull
en Limba Engleză Paperback – 3 mai 2022
For courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.
An Easily Understandable Introduction to Futures and Options Markets
Fundamentals of Futures and Options Markets covers much of the same material as Hull's acclaimed title, Options, Futures, and Other Derivatives. However, this text simplifies the language for a less mathematically sophisticated audience. Omitting calculus completely, the book is suitable for any graduate or undergraduate course in business, economics, and other faculties.
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Specificații

ISBN-13: 9781292422114
ISBN-10: 1292422114
Pagini: 624
Dimensiuni: 204 x 250 x 34 mm
Greutate: 1.31 kg
Ediția:9. Auflage
Editura: Pearson

Notă biografică

John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto. He is an internationally recognized authority on derivatives and risk management with many publications in this area. His work has an applied focus. In 1999 he was voted Financial Engineer of the Year by the International Association of Financial Engineers. He has acted as consultant to many North American, Japanese, and European financial institutions. He has won many teaching awards, including University of Torontos prestigious Northrop Frye award.

Cuprins

  1. Introduction
  2. Futures Markets and Central Counterparties
  3. Hedging Strategies Using Futures
  4. Interest Rates
  5. Determination of Forward and Futures Prices
  6. Interest Rate Futures
  7. Swaps
  8. Securitization and the Credit Crisis of 2007
  9. Mechanics of Options Markets
  10. Properties of Stock Options
  11. Trading Strategies Involving Options
  12. Introduction to Binomial Trees
  13. Valuing Stock Options: The BlackScholesMerton Model
  14. Employee Stock Options
  15. Options on Stock Indices and Currencies
  16. Futures Options and Blacks Model
  17. The Greek Letters
  18. Binomial Trees in Practice
  19. Volatility Smiles
  20. Value at Risk and Expected Shortfall
  21. Interest Rate Options
  22. Exotic Options and Other Nonstandard Products
  23. Credit Derivatives
  24. Weather, Energy, and Insurance Derivatives
  25. Derivatives Mishaps and What We Can Learn from Them