Introduction to futures and options markets / John C. Hull.

By:

Hull, John

Material type: Text

TextPublication details: Upper Saddle River, N.J. : Prentice Hall, c1998.Edition: 3rd edDescription: xxv, 471 p. : ill. ; 24 cmISBN:

0138891486

Subject(s):

DDC classification:

332.644 HUL

Contents:

Ch. 1. Introduction Ch. 2. Mechanics of Futures and Forward Markets Ch. 3. Determination of Forward and Futures Prices Ch. 4. Hedging Strategies Using Futures Ch. 5. Interest-Rate Futures Ch. 6. Swaps Ch. 7. Mechanics of Options Markets Ch. 8. Basic Properties of Stock Options Ch. 9. Trading Strategies Involving Options Ch. 10. Introduction to Binomial Trees Ch. 11. Pricing of Stock Options Using Black-Scholes Ch. 12. Options on Stock Indices and Currencies Ch. 13. Options on Futures Ch. 14. Hedging Positions in Options and the Creation of Options Synthetically Ch. 15. Value at Risk Ch. 16. Valuing Options Numerically Using Binomial Trees Ch. 17. Biases in the Black-Scholes Model Ch. 18. Interest-rate Options

Summary: This introduction to futures and options markets is ideal for readers with limited backgrounds in mathematics. Emphasizing the use of binomial trees for explaining how options are priced, it shows how one- and two-step binomial trees can be analyzed and includes comprehensive treatment of numerical procedures based on binomial trees.

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Holdings
Item type	Current library	Home library	Call number	Copy number	Status	Date due	Barcode	Item holds
Book	Mzumbe University Main Campus Library	Mzumbe University Main Campus Library	332.644 HUL (Browse shelf(Opens below))	1	Available		0079657

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Includes bibliographical references and index.

Ch. 1. Introduction
Ch. 2. Mechanics of Futures and Forward Markets
Ch. 3. Determination of Forward and Futures Prices
Ch. 4. Hedging Strategies Using Futures
Ch. 5. Interest-Rate Futures
Ch. 6. Swaps
Ch. 7. Mechanics of Options Markets
Ch. 8. Basic Properties of Stock Options
Ch. 9. Trading Strategies Involving Options
Ch. 10. Introduction to Binomial Trees
Ch. 11. Pricing of Stock Options Using Black-Scholes
Ch. 12. Options on Stock Indices and Currencies
Ch. 13. Options on Futures
Ch. 14. Hedging Positions in Options and the Creation of Options Synthetically
Ch. 15. Value at Risk
Ch. 16. Valuing Options Numerically Using Binomial Trees
Ch. 17. Biases in the Black-Scholes Model
Ch. 18. Interest-rate Options

This introduction to futures and options markets is ideal for readers with limited backgrounds in mathematics. Emphasizing the use of binomial trees for explaining how options are priced, it shows how one- and two-step binomial trees can be analyzed and includes comprehensive treatment of numerical procedures based on binomial trees.

eng

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