Fundamentals of futures and options markets john hull
Preview this title online. Buy or rent an eText. For courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. An Easily Understandable Introduction to Futures and Options Markets. 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.
The Ninth Edition has a flexible structure that can be used for any course length. Instructors can choose to cover only the first 12 chapters, finishing with binomial trees, or to cover chapters in a variety of different sequences. Each chapter from 18 onwards can be taught independently as its own unit.
No matter how you elect to divide the material, Fundamentals of Futures and Options Markets offers a wide audience a sound and easy-to-grasp introduction into financial mathematics.
Pedagogical Features Help Students Understand and Retain Core Concepts. 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.
Futures and Options Markets: The Concise Encyclopedia of Economics | Library of Economics and Liberty
In 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.
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Fundamentals of Futures and Options Markets, 9th Edition.
Hull, University of Toronto. If You're an Educator Preview this title online Request a copy Download instructor resources Additional order info. If You're a Student Buy this product Buy or rent an eText Additional order info. Overview Features Resources Contents Authors Order Overview. Description For courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.
Streamlined material based on recent trends in the derivatives market makes the text both more appealing and logical. LIBOR discounting is no longer presented as a way to value instruments such as swaps and forward rate agreements.
Instead, the valuation of these instruments requires a forward rates for the rate used to calculate payments usually LIBOR , and b the zero-coupon, risk-free zero curve used for discounting usually the OIS zero curve.
Information Throughout Has Been Brought Up-to-date NEW! New regulations concerning the clearing and trading of OTC derivatives has been expanded on throughout the text. Discussion of the impact of daily settlement when futures contracts are used for hedging has been expanded. Details on the calculation and use of Greek letters are included.
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Discussion of the expected shortfall measure reflects its increasing importance in the field. Pedagogical Features Help Students Understand and Retain Core Concepts End of Chapter Problems include seven quiz questions, which students can use to test their understanding of key concepts. Students can check their answers at the end of the book.
Practice Questions appear throughout the text to enhance student retention. The first consists of easy-to-use software for valuing many of the derivatives discussed in this book, and the second includes a number of excel functions from which users can build their own applications.
New to This Edition. Information Throughout Has Been Brought Up-to-date New regulations concerning the clearing and trading of OTC derivatives has been expanded on throughout the text. Show resources for All Instructor Resources Websites and online courses. Share a link to All Resources. Websites and online courses. Format Website ISBN ISBN Availability Live. Table of Contents 1.
Futures markets and central counterparties 3. Hedging strategies using futures 4. Determination of forward and futures prices 6. Interest rate futures 7. Securitization and the credit crisis of 9. Mechanics of options markets Properties of stock options Trading strategies involving options Introduction to binomial trees Employee stock options Options on stock indices and currencies The Greek letters Binomial trees in practice Value at risk and expected shortfall Interest rate options Exotic options and other nonstandard products Weather, energy, and insurance derivatives Derivatives mishaps and what we can learn from them.
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Fundamentals of Futures and Options Markets, 8th Edition. Options and Futures Finance.
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