TY - BOOK AU - Hull,John TI - Introduction to futures and options markets SN - 0138891486 U1 - 332.644 HUL PY - 1998/// CY - Upper Saddle River, N.J. PB - Prentice Hall KW - Futures market KW - Options (Finance) N1 - 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 N2 - 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 ER -