Fundamentals of futures and options markets. (2022)

• Record Type: Book
• Further Information: Note: John C. Hull.
• Authors: Hull, John, 1946-
• Contents: 1. Introduction 2. Futures markets and central counterparties 3. Hedging strategies using futures 4. Interest rates 5. Determination of forward and futures prices 6. Interest rate futures 7. Swaps 8. Securitization and the credit crisis of 2007 9. Mechanics of options markets 10. Properties of stock options 11. Trading strategies involving options 12. Introduction to binomial trees 13. Valuing stock options: the Black–Scholes–Merton model 14. Employee stock options 15. Options on stock indices and currencies 16. Futures options and Black's model 17. The Greek letters 18. Binomial trees in practice 19. Volatility smiles 20. Value at risk and expected shortfall 21. Interest rate options 22. Exotic options and other nonstandard products 23. Credit derivatives 24. Weather, energy, and insurance derivatives 25. Derivatives mishaps and what we can learn from them.
• Edition: Ninth edition Global edition
• Publisher Details: Upper Saddle River : Pearson
• Publication Date: 2022
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.6452; Futures market; Options (Finance)
• Languages: English
• ISBNs: 9781292422121
• Related ISBNs: 9781292422114
• Notes: Note: Includes bibliographical references and index.; Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.