Introduction to Futures and Options Markets - Softcover

John C. Hull

3.78

32 ratings by Goodreads

9788120314634: Introduction to Futures and Options Markets

Softcover

ISBN 10: 8120314638 ISBN 13: 9788120314634

Publisher: PRENTICE HALL, 2009

View all copies of this ISBN edition:

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 bionomial trees. The book also devotes one entire chapter to swaps and one to options on futures. The third edition of Introduction to Futures and Options Markets has been revised to include an explanation of swaps that reflects their use for asset management and liability management. It discusses daycount conventions, scenario analysis, and value-at-risk. And, it includes a revised Chapter 16 that focuses on the volatility smiles observed for equity and currency options and a revised Chapter 17 to provide background information on mortgage-backed securities and explain standard market models used to value European bond options, interest-rate caps and floors, and European swap options.

"synopsis" may belong to another edition of this title.

From the Publisher:

This introduction to futures and options markets is ideal for those with limited background in mathematics.

"About this title" may belong to another edition of this title.