Hull, Jhon C.

Fundamentals of futures and options markets - New Jersey Pearson Prentice Hall 2005 - 550 p.

Contiene : 1. Future contracts.- 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. Introduction to binomial trees.- 12. Valuing stock options.- 13. Options on stock indices and currencies.- 14. Future options.- 15. The greek letters.- 16. Valuation using binomial trees.- 17. Volatility smiles.- 18. Value at risk.- 19. Interest rate options.- 20. Exotic options and other nonstandard products.- 21. Credit derivatives.- 22. Weather, energy and insurance derivatives.- 23. Derivatives mishaps.

0-13-144565-0


Futures market

Options finance

HG/6024.A3/H85F/2005