Fundamentals of futures and options markets - Hull, John, 1946- (Upper Saddle River, N.J. : Pearson Prentice Hall, 2008)
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the Black-Scholes model -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Binomial trees in practice -- Volatility smiles -- Value at risk -- Interest rate options -- Exotic options and other nonstandard products -- Credit derivatives -- Weather, energy, and insurance derivatives -- Derivatives mishaps and what we can learn from them.
Includes bibliographical references and index.
System requirements for accompanying disc: 133 MHz Pentium Processor; 64 MB RAM; Windows 2000 or later; Microsoft Excel 2000 or later; 800x600 display; 2x CD-ROM drive.
Keywords: Futures market; Options (Finance); Futures market -- Problems, exercises, etc; Options (Finance) -- Problems, exercises, etc