Hull, John C.

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.

0138891486


Futures market
Options (Finance)
Futures market--Problems, exercises, etc
Options (Finance)--Problems, exercises, etc

332.645 / H913I 1998