Overview

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. The Ninth Edition of Fundamentals of Futures and Options Markets offers a wide audience a sound and easy-to-grasp introduction into financial mathematics.

Full Product Details

Author:   John Hull
Publisher:   Pearson Education (US)
Imprint:   Pearson
Edition:   9th edition
Dimensions:   Width: 10.00cm , Height: 10.00cm , Length: 10.00cm
Weight:   0.100kg
ISBN:  

9780134083247

ISBN 10:   0134083245
Pages:   624
Publication Date:   27 May 2016
Audience:   Adult education ,  Further / Higher Education
Replaced By:   9781292041902
Format:   Hardback
Publisher's Status:   Active
Availability:   Available To Order  
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Table of Contents

Brief Contents Introduction Futures markets and central counterparties Hedging strategies using futures Interest rates Determination of forward and futures prices Interest rate futures Swaps Securitization and the credit crisis of 2007 Mechanics of options markets Properties of stock options Trading strategies involving options Introduction to binomial trees Valuing stock options: the Black–Scholes–Merton model Employee stock options Options on stock indices and currencies Futures options and Black’s model The Greek letters Binomial trees in practice Volatility smiles Value at risk and expected shortfall Interest rate options Exotic options and other nonstandard products Credit derivatives Weather, energy, and insurance derivatives Derivatives mishaps and what we can learn from them

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Author Information

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 Toronto’s prestigious Northrop Frye award.

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