Introduction to futures and options markets /
John C. Hull.
- 3rd ed.
- Upper Saddle River, N.J. : Prentice Hall, c1998
- xxv, 471 p. + 1 computer disk (3 1/2 in.)
Mechanics of futures and forward markets -- The determination of forward and futures prices -- Hedging strategies using futures -- Interest-rate futures -- Swaps-- Mechanics of options markets -- Basic properties of stock options -- Trading strategies involving options -- An introduction to binomial trees -- The pricing of stock options using black-scholes -- Options on stock indices and currencies -- Options on futures -- Hedging positions in options and the creation of options synthetically -- Value at risk -- Valuing options numerically using binomial trees -- Biases in the black-scholes model -- Interest-rate options.