Fundamentals of Futures and Options Markets, Global Edition
(Sprache: Englisch)
For courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.
An Easily Understandable Introduction to Futures and Options Markets
...
An Easily Understandable Introduction to Futures and Options Markets
...
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Klappentext zu „Fundamentals of Futures and Options Markets, Global Edition “
For courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.An Easily Understandable Introduction to Futures and Options Markets
Fundamentals of Futures and Options Markets covers much of the same material as Hull's acclaimed title, Options, Futures, and Other Derivatives. However, this text simplifies the language for a less mathematically sophisticated audience. Omitting calculus completely, the book is suitable for any graduate or undergraduate course in business, economics, and other faculties.
Inhaltsverzeichnis zu „Fundamentals of Futures and Options Markets, Global Edition “
- Introduction
- Futures Markets and Central Counterparties
- Hedging Strategies Using Futures
- Interest Rates
- Determination of Forward and Futures Prices
- Interest Rate Futures
- Swaps
- Securitization and the Credit Crisis of 2007
- Mechanics of Options Markets
- Properties of Stock Options
- Trading Strategies Involving Options
- Introduction to Binomial Trees
- Valuing Stock Options: The BlackScholesMerton Model
- Employee Stock Options
- Options on Stock Indices and Currencies
- Futures Options and Black's Model
- The Greek Letters
- Binomial Trees in Practice
- Volatility Smiles
- Value at Risk and Expected Shortfall
- 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
Autoren-Porträt von John Hull
John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto. He is an internationally recognized authority on derivatives and risk management with many publications in this area. His work has an applied focus. In 1999 he was voted Financial Engineer of the Year by the International Association of Financial Engineers. He has acted as consultant to many North American, Japanese, and European financial institutions. He has won many teaching awards, including University of Toronto’s prestigious Northrop Frye award.
Bibliographische Angaben
- Autor: John Hull
- 2022, 9. Auflage, 624 Seiten, Maße: 20,4 x 25 cm, Kartoniert (TB), Englisch
- Verlag: Pearson
- ISBN-10: 1292422114
- ISBN-13: 9781292422114
- Erscheinungsdatum: 01.01.2022
Sprache:
Englisch
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