Introduction to Futures and Options Markets

United States Edition

John C. Hull (Autor)

Media-Kombination

504 Seiten

1997 | 3rd edition
Pearson
978-0-13-889148-0 (ISBN)

Titel erscheint in neuer Auflage

Artikel merken

Based on Hull's "Options, Futures and Other Derivatives", this introduction to futures and options markets should be of use to those with limited background in mathematics. It includes a presentation of swaps, daycount conventions discussions, and scenario analysis and value-at-risk.

Appropriate for one-quarter/semester, junior/senior and graduate-level courses in options, futures, and speculative markets.

This introduction to futures and options markets is ideal for those with limited background in mathematics. Based on Hull's Options, Futures and Other Derivatives, one of the best-selling books on Wall Street and in the college market.

1. Introduction.
I. FUTURES AND FORWARD MARKETS.

2. Mechanics of Futures and Forward Markets.
3. The Determination of Forward and Futures Prices.
4. Hedging Strategies Using Futures.
5. Interest-Rate Futures.
6. Swaps.
II. OPTIONS MARKETS.

7. Mechanics of Options Markets.
8. Basic Properties of Stock Options.
9. Trading Strategies Involving Options.
10. An Introduction to Binomial Trees.
11. The Pricing of Stock Options Using Black-Scholes.
12. Options on Stock Indices and Currencies.
13. Options on Futures.
14. Hedging Positions in Options and the Creation of Options Synthetically.
15. Value at Risk.
16. Valuing Options Numerically Using Binomial Trees.
17. Biases in the Black-Scholes Model.
18. Interest-rate Options.
Answers to Quiz Questions.
Computer Software.
Glossary.
Index.

Erscheint lt. Verlag	28.11.1997
Sprache	englisch
Maße	183 x 241 mm
Gewicht	899 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
Themenwelt	Wirtschaft ► Volkswirtschaftslehre
ISBN-10	0-13-889148-6 / 0138891486
ISBN-13	978-0-13-889148-0 / 9780138891480
Zustand	Neuware