Description of Options, Futures, and Other Derivatives
For undergraduate and graduate courses in Options and Futures, Financial Engineering and Risk Management, typically found in business, finance, economics and mathematics departments. Also suitable for practitioners who want to acquire a working knowledge of how derivatives can be analyzed.This best seller represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives--not just futures and options. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed.
Contents of Options, Futures, and Other Derivatives
Preface 1. Introduction 2. Futures Market and the Use of Futures for Hedging 3. Forward and Futures Pricing 4. Interest Rate Futures 5. Swaps 6. Options Markets 7. Properties of Stock Option Prices 8. Trading Strategies Involving Options 9. A model of the Behaviour of Stock Prices 10. The Black-Scholes Analysis 11. Options on Stock Indices, Currencies, and Futures Contracts 12. A General Approach to Pricing Derivative Securities 13. Hedging Positions in Options and Other Derivative Securities 14. Numerical Procedures 15. Interest Rate Derivative Securities 16. Exotic Options 17. Alternatives to Black-Scholes for Option Pricing 18. Credit Risk 19. Review of Key Concepts
About John Hull
John Hull lectures at the Joseph L. Rotman School of Management from the University of Toronto.
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