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. Omitting calculus completely, the book is suitable for any graduate or undergraduate course in business, economics, and other faculties.
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. Omitting calculus completely, the book is suitable for any graduate or undergraduate course in business, economics, and other faculties.
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.
Inhaltsangabe
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 BlackScholesMerton 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
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 BlackScholesMerton 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
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