| Description |
1 online resource (624 pages) |
| Contents |
Ch 1. Introduction -- Ch 2. Mechanics of futures markets -- Ch 3. Hedging strategies using futures -- Ch 4. Interest rates -- Ch 5. Determination of forward and futures prices -- Ch 6. Interest rate futures -- Ch 7. Swaps -- Ch 8. Securitization and the credit crisis of 2007 -- Ch 9. Mechanics of options markets -- Ch 10. Properties of stock options -- Ch 11. Trading strategies involving options -- Ch 12. Introduction to binomial trees -- Ch 13. Valuing stock options: The Black-Scholes-Merton model -- Ch 14. Employee stock options -- Ch 15. Options on stock indices and currencies -- Ch 16. Futures options -- Ch 17. The Greek letters -- Ch 18. Binomial trees in practice -- Ch 19. Volatility smiles -- Ch 20. Value at risk -- Ch21. Interest rate options -- Ch 22. Exotic options and other non-standard products -- Ch 23. Credit derivatives -- Ch 24. Weather, energy and insurance derivatives -- Ch 25. Derivatives mishaps and what we can learn from them |
| Summary |
For undergraduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. A reader-friendly book with an abundance of numerical and real-life examples. Based on Hull's Options, Futures and Other Derivatives, Fundamentals of Futures and Options Markets presents an accessible and student-friendly overview of the topic without the use of calculus. Packed with numerical examples and accounts of real-life situations, this text effectively guides students through the material while helping them prepare for the working world |
| Notes |
Print version record |
| Subject |
Futures market.
|
|
Futures market -- Problems, exercises, etc
|
|
Options (Finance)
|
|
Futures.
|
|
Futures
|
|
Futures market
|
|
Options (Finance)
|
| Genre/Form |
Problems and exercises
|
| Form |
Electronic book
|
| ISBN |
9781292155043 |
|
1292155043 |
|
