Fundamentals of futures and options markets
By: Hull, John C
Material type: BookPublisher: Boston, Mass : Pearson, 2014.Edition: 8th ed.Description: xv, 607 p. : ill. ; 26 cm. 1 CD-ROM.ISBN: 9780133382853Program: FIN922, FIN923Subject(s): Futures market | Options (Finance) | Futures market -- Problems, exercises, etc | Options (Finance) -- Problems, exercises, etcDDC classification: 332.6452 HU FU Online resources: eBook | Location MapItem type | Home library | Call number | Status | Notes | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
TEACHER REF | University of Wollongong in Dubai Tardis | 332.645 HU OP (Browse shelf) | Available | Teacher Reference Copy | T0064248 | ||
REGULAR | University of Wollongong in Dubai Main Collection | 332.644 HU FU (Browse shelf) | Available | T0055634 | |||
REGULAR | University of Wollongong in Dubai Main Collection | 332.644 HU FU (Browse shelf) | Available | T0014502 |
Accompanied by CD-ROM.
Includes index.
Note: International edition.
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credo 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 -- The greek letters -- Binomial trees in practice -- Volatility smiles -- Value at risk -- 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 -- Answers to quiz questions -- Glossary of terms -- Derivagem software -- Major exchanges trading futures and options -- Tables for N -- Index.
Directed primarily toward undergraduate finance students, this text also provides practical content to current and aspiring industry professionals. Based on Hull's Options, Futures and Other Derivatives, Fundamentals of Futures and Options Markets presents an accessible overview of the topic without the use of calculus. Packed with numerical examples and accounts of real-life situations, this text effectively guides readers through the material while helping them prepare for the working world.
FIN922, FIN923