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Full Description
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.
Contents
Introduction
Futures Markets and Central Counterparties
Hedging Strategies Using Futures
Interest Rates
Determination of Forward and Futures Prices
Interest Rate Futures
Swaps
Securitization and the Credit 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 and Black's Model
The Greek Letters
Binomial Trees in Practice
Volatility Smiles
Value at Risk and Expected Shortfall
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
