Options, Futures, and Other Derivatives

Options, Futures, and Other Derivatives

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Description

For undergraduate and graduate courses in Options and Futures, Financial Engineering and Risk Management, typically found in business, finance, economics and mathematics departments. Also suitable for practitioners who want to acquire a working knowledge of how derivatives can be analyzed.This best seller represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives--not just futures and options. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed.show more

Product details

  • Paperback | 720 pages
  • 153 x 228 x 26mm | 870g
  • Pearson Education (US)
  • Upper Saddle River, United States
  • 4th International edition
  • 0130158224
  • 9780130158222

Table of contents

1. Introduction. 2. Futures Markets and the Use of Futures for Hedging. 3. Forward and Futures Prices. 4. Interest Rates and Duration. 5. Swaps. 6. Options Markets. 7. Properties of Stock Option Prices. 8. Trading Strategies Involving Options. 9. Introduction to Binomial Trees. 10. Model of the Behavior of Stock Prices. 11. The Black-Scholes Model. 12. Options on Stock Indices, Currencies, and Futures. 13. The Greek Letters. 14. Value at Risk. 15. Estimating Volatilities and Correlations. 16. Numerical Procedures. 17. Volatility Smiles and Alternatives to Black-Scholes. 18. Exotic Options. 19. Extensions of the Theoretical Framework for Pricing Derivatives: Martingales and Measures. 20. Interest Rate Derivatives: The Standard Market Models. 21. Interest Rate Derivatives: Models of the Short Rate. 22. Interest Rate Derivatives: More Advanced Models. 23. Credit Risk.show more

About John Hull

John Hull lectures at the Joseph L. Rotman School of Management from the University of Toronto.show more

Rating details

807 ratings
4.1 out of 5 stars
5 41% (330)
4 37% (296)
3 16% (129)
2 5% (37)
1 2% (15)
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