Options, Futures, and Other Derivatives with Derivagem CD
by Hull, John C.Edition: 7th
Format: Package
Pub. Date: 2009-01-01
Publisher(s): Prentice Hall
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Summary
KEY BENEFIT: 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. KEY TOPICS: The books covers both derivatives markets and risk management, including credit risk and credit derivatives; forward, futures, and swaps; insurance, weather, and energy derivatives; and more. MARKET: For options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.3 4
Table of Contents
| Introduction | |
| Mechanics of Futures Markets | |
| Hedging Strategies Using Futures | |
| Interest Rates | |
| Determination of Forward and Futures Prices | |
| Interest Rate Futures | |
| Swaps | |
| Mechanics of Options Markets | |
| Properties of Stock Options | |
| Trading Strategies Involving Options | |
| Binomial Trees | |
| Wiener Processes and Itorsquo;s Lemma | |
| The Black-Scholes-Merton Model | |
| Employee Stock Options | |
| Options on Stock Indices and Currencies | |
| Options on Futures | |
| Greek Letters | |
| Volatility Smiles | |
| Basic Numerical Procedures | |
| Value at Risk | |
| Estimating Volatilities and Correlations for Risk Management | |
| Credit Risk | |
| Credit Derivatives | |
| Exotic Options | |
| Insurance, Weather, and Energy Derivatives | |
| More on Models and Numerical Procedures | |
| Martingales and Measures | |
| Interest Rate Derivatives: The Standard Market Models | |
| Convexity, Timing and Quanto Adjustments | |
| Interest Rate Derivatives: Models of the Short Rate | |
| Interest Rate Derivatives: HJM and LMM | |
| Swaps Revisited | |
| Real Options | |
| Derivatives Mishaps and What We Can Learn from Them | |
| Glossary of Terms DerivaGem Software Major Exchanges Trading | |
| Futures and Options | |
| Table for N(x) when x≤ 0 | |
| Table for N(x) when x≥0 | |
| Author index | |
| Subject index | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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